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Nonlinear forecasting using factor-augmented models
Giovannetti, Bruno - In: Journal of forecasting 32 (2013) 1, pp. 32-40
Persistent link: https://www.econbiz.de/10009758729
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Variance premium and implied volatility in a low-liquidity option market
Astorino, Eduardo Sanchez; Chague, Fernando; … - In: Revista brasileira de economia : RBE ; publicação de … 71 (2017) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10011898770