Comparison of realized measure and implied volatility in forecasting volatility

Heejoon Han and Myung D. Park

Year of publication:	2013
Authors:	Han, Heejoon ; Park, Myung D.
Published in:	Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 6, p. 522-533
Subject:	Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Optionspreistheorie \| Option pricing theory

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