Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
| Year of publication: |
2007
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam E. ; White, Scott I. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 8, p. 2535-2549
|
| Publisher: |
Elsevier |