An Empirical Examination of Horizon: Evidence from the Term Structure of Implied Equity Volatilities Preprint

Ball, Ryan T, Milian, Jonathan A. (2014). An Empirical Examination of Horizon: Evidence from the Term Structure of Implied Equity Volatilities . 10.2139/ssrn.2378891

cited authors

  • Ball, Ryan T; Milian, Jonathan A

authors

publication date

  • January 1, 2014

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3501 Accounting, Auditing and Accountability
  • 3502 Banking, Finance and Investment
  • 3507 Strategy, Management and Organisational Behaviour
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)