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Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong; Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 30 (2010) 12, pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
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The economic value of using realized volatility in forecasting future implied volatility
Chan, Wing Hong; Jha, Ranjini; Kalimipalli, Madhu - In: The journal of financial research 32 (2009) 3, pp. 231-259
Persistent link: https://www.econbiz.de/10003966444