机译:隐含波动率和无模型波动率预期的信息内容:来自针对单个股票的期权的证据
Department of Accounting and Finance, Lancaster University, UK;
rnDepartment of Accounting and Finance, Lancaster University, UK Price College of Business, University of Oklahoma, USA Center of Financial Research, University of Cologne, Germany;
rnDepartment of Accounting and Finance, Lancaster University, UK Department of Finance and Insurance, Lingnan University, Hong Kong;
volatility; stock options; information content; implied volatility; model-free volatility expectations; ARCH models;
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机译:隐含波动率和无模型波动率预期的信息内容:来自针对单个股票的期权的证据