Is implied volatility more informative for forecasting realized volatility: An international perspective

No abstract is available for this paper.

• Publication year

  2020

• Venue

  Journal of Forecasting

• Publication date

  2020-12-01

• Fields of study

  Economics

• Identifiers
  DOI 10.1002/for.2686
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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