隐含波动率是否提供了基于模型的波动率预测所捕捉信息之外的任何信息?

Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

Journal of Banking & Finance · 2007
被引 11
人大 A-ABS 3
金融经济学波动率建模计量经济学资产定价