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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 information content of model-free implied volatility
Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 32 (2012) 8, pp. 792-806
Persistent link: https://www.econbiz.de/10009554749