Predictable dynamics in the S&P 500 index options implied volatility surface

Silvia Gonçalves, Massimo Guidolin

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1591-1635
Number of pages44
JournalJournal of Business
Volume79
Issue number3
DOIs
Publication statusPublished - May 2006

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