Original language | English |
---|---|
Pages (from-to) | 337-359 |
Number of pages | 23 |
Journal | Journal of Futures Markets |
Volume | 27 |
Publication status | Published - 2007 |
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Pierre Giot, Sébastien Laurent
Research output: Contribution to journal › Article