Forecasting the volatility of asset returns: the informational gains from option prices Martin, Vance L., Tang, Chrismin and Yao, Wenying 2021, Forecasting the volatility of asset returns: the informational gains from option prices, International journal of forecasting, vol. 37, no. 2, April-June, pp. 862-880, doi: 10.1016/j.ijforecast.2020.09.012. Attached Files Name Description MIMEType Size Downloads Title Forecasting the volatility of asset returns: the informational gains from option prices Author(s) Martin, Vance L. Tang, Chrismin Yao, Wenying orcid.org/0000-0001-6368-0160 Journal name International journal of forecasting Volume number 37 Issue number 2 Season April-June Start page 862 End page 880 Total pages 19 Publisher Elsevier Place of publication Amsterdam, The Netherlands Publication date 2021-04 ISSN 0169-2070 Keyword(s) Realized GARCH VIX Leverage effect Volatility forecasting S&P 500 index Language eng DOI 10.1016/j.ijforecast.2020.09.012 Indigenous content off Field of Research 0104 Statistics 1403 Econometrics 1505 Marketing HERDC Research category C1 Refereed article in a scholarly journal ERA Research output type C Journal article Persistent URL http://hdl.handle.net/10536/DRO/DU:30145586 Document type: Journal Article Collections: Faculty of Business and Law School of Economics Related Links Link Description Connect to published version Go to link with your DU access privileges   Connect to Elements publication management system Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 23 Nov 2020, 07:14:58 EST Tue, 24 Nov 2020, 04:00:48 EST Sat, 28 Nov 2020, 01:44:31 EST Fri, 26 Feb 2021, 09:46:14 EST Sat, 27 Feb 2021, 05:03:16 EST Wed, 03 Mar 2021, 10:00:29 EST Wed, 03 Mar 2021, 10:02:07 EST Sat, 19 Jun 2021, 02:31:48 EST Filtered Full Citation counts:   Cited 2 times in TR Web of Science Cited 2 times in Scopus Search Google Scholar Access Statistics: 138 Abstract Views, 3 File Downloads  -  Detailed Statistics Created: Fri, 26 Feb 2021, 09:46:14 EST