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Why does option implied volatility forecast realized volatility?

Research output: Unpublished conference presentation (presented paper, abstract, poster) › Conference presentation (not published in journal/proceeding/book) › Academic research › peer-review

Original languageEnglish
Publication statusNot published / presented only - Dec 2019
EventAustralasian Finance and Banking Conference - Sydney, Australia
Duration: 16 Dec 2019 → 18 Dec 2019

Conference

ConferenceAustralasian Finance and Banking Conference
Country/TerritoryAustralia
CitySydney
Period16/12/19 → 18/12/19

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