The predictive power of implied volatility: Evidence from 35 futures markets
Year of publication: |
2003
|
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Authors: | Szakmary, Andrew ; Ors, Evren ; Kyoung Kim, Jin ; Davidson, Wallace III |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 27.2003, 11, p. 2151-2175
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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