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~isPartOf:"Journal of banking & finance"
~person:"Bernales, Alejandro"
~person:"Løchte Jørgensen, Peter"
~subject:"Volatility"
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Bernales, Alejandro
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Journal of banking & finance
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Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
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