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Forecasting stock index volatility: comparing implied volatility and the intraday high-low price range
Corrado, Charles Joseph
;
Truong, Cameron
- In:
The journal of financial research
30
(
2007
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003484305
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Filter rule tests of the economic significance of serial dependencies in daily stock returns
Corrado, Charles Joseph
- In:
The journal of financial research
15
(
1992
)
4
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pp. 369-387
Persistent link: https://www.econbiz.de/10001143836
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