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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - 2004
Persistent link: https://www.econbiz.de/10002120589
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Estimating expected excess returns using historical and option-implied volatility
Corrado, Charles Joseph; Miller, Thomas W. - 2005
Persistent link: https://www.econbiz.de/10003332149
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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A note on a simple, accurate formula to compute implied standard deviations
Corrado, Charles Joseph - In: Journal of banking & finance 20 (1996) 3, pp. 595-603
Persistent link: https://www.econbiz.de/10001197032