Cite
HARVARD Citation
Chen, C. et al. (n.d.). Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market. Journal of futures markets. 34 (12), pp. 1122-1145. [Online].
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Chen, C. et al. (n.d.). Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market. Journal of futures markets. 34 (12), pp. 1122-1145. [Online].