Forward looking information in S&P 500 options
Year of publication: |
2004-08-11
|
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Authors: | White, Scott I ; Becker, Ralf ; Clements, Adam E |
Institutions: | Econometric Society |
Subject: | Implied volatility | information | volatility forecasts | volatility models | realized volatility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 233 |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G00 - Financial Economics. General |
Source: |
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