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.
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Forecasting the volatility of asset returns: the informational gains from option prices
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