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~person:"Bernales, Alejandro"
~person:"Cziraki, Peter"
~subject:"Implied volatility surface"
~type_genre:"Aufsatz im Buch"
~type_genre:"Glossar enthalten"
~type_genre:"Graue Literatur"
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Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
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