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Forecasting model
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Corrado, Charles Joseph
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Working paper / Department of Commerce, College of Business, Massey University
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The journal of futures markets
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ECONIS (ZBW)
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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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2
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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3
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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4
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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