Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Year of publication: |
2012
|
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Authors: | Rhee, Dong Woo ; Byun, Suk Joon ; Kim, Sol |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 41.2012, 1, p. 103-124
|
Subject: | Options | Stochastic volatility | Volatility | VKOSPI | Forecasting | Volatilität | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
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