Is implied volatility more informative for forecasting realized volatility : An international perspective
Year of publication: |
2020
|
---|---|
Authors: | Liang, Chao ; Wei, Yu ; Zhang, Yaojie |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2020, 8 (28.04.), p. 1253-1276
|
Publisher: |
Wiley |
Saved in:
Online Resource
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