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Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics
38
(
2006
)
4
,
pp. 395-413
Persistent link: https://www.econbiz.de/10003298646
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Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility <sup>1<-sup>
Noh, Jaesun
;
Kim, Tae-Hwan
- In:
Applied economics
38
(
2006
)
4
,
pp. 395-414
Persistent link: https://www.econbiz.de/10007635730
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