The economic value of using realized volatility in forecasting future implied volatility
Year of publication: |
2009
|
---|---|
Authors: | Chan, Wing Hong ; Jha, Ranjini ; Kalimipalli, Madhu |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 32.2009, 3, p. 231-259
|
Subject: | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | USA | United States | 1996-2002 |
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