Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
| Year of publication: |
2008
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|---|---|
| Authors: | Konstantinidi, Eirini ; Skiadopoulos, George ; Tzagkaraki, Emilia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 11, p. 2401-2412
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