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White, Scott I.
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
2
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
Saved in:
3
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam E.
;
White, Scott I.
- In:
Journal of Banking & Finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10005201330
Saved in:
4
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam E.
;
White, Scott I.
- In:
The North American Journal of Economics and Finance
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10005358038
Saved in:
5
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam E.
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2550
Persistent link: https://www.econbiz.de/10007757871
Saved in:
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