The authors thank Robert Webb (the editor), Wen-Liang Hsieh, Wei-Peng Chen, and especially an anonymous referee for helpful comments and suggestions.
Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market
Article first published online: 12 FEB 2014
© 2014 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 12, pages 1122–1145, December 2014
How to Cite
Chen, C.-H., Chung, H. and Yuan, S.-F. (2014), Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market. J. Fut. Mark., 34: 1122–1145. doi: 10.1002/fut.21655
- Issue published online: 27 OCT 2014
- Article first published online: 12 FEB 2014
- Manuscript Accepted: 1 JAN 2014
- Manuscript Received: 28 JUN 2013
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