Expanding the Explanations for the Return-Volatility Relation Article

Talukdar, Bakhtear, Daigler, Robert T, Parhizgari, AM. (2017). Expanding the Explanations for the Return-Volatility Relation . JOURNAL OF FUTURES MARKETS, 37(7), 689-716. 10.1002/fut.21827

keywords

  • ASYMMETRIC VOLATILITY
  • Business & Economics
  • Business, Finance
  • FEAR
  • IMPLIED VOLATILITY
  • MODEL
  • RISK
  • STOCK RETURNS
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 689

end page

  • 716

volume

  • 37

issue

  • 7