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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of banking & finance"
~person:"Clements, Adam"
~subject:"Volatility"
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China economic review : an international journal
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NCER working paper series
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
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The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
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