The relation between implied and realized volatility

A-Tier
Journal: Journal of Financial Economics
Year: 1998
Volume: 50
Issue: 2
Pages: 125-150

Authors (2)

Christensen, B. J. (Aarhus Universitet) Prabhala, N. R. (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jfinec:v:50:y:1998:i:2:p:125-150
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25