Variance Bounds Test of Volatility Expectations in Eurodollar Futures Options Markets
The subject of market efficiency has long been investigated in the area of financial economics and drawn much attention from investors in financial markets. This paper is about the variance bounds test of market efficiency through the option valuation model in the Eurodollar futures and options mark...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2019-06-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20190711170348-3QSUG.pdf |