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The journal of futures markets
Working paper series / United Nations University, UNU-MERIT / United Nations University, UNU-MERIT
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Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
2
Investigating the Information Content of the Model‐Free Volatility Expectation by Monte Carlo Methods
Zhang, Yuanyuan
;
Taylor, Stephen J.
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010166172
Saved in:
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