Comparison of Realized Measure and Implied Volatility in Forecasting Volatility
| Year of publication: |
2013
|
|---|---|
| Authors: | Han, Heejoon ; Park, Myung D. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 6, p. 522-533
|
| Publisher: |
John Wiley & Sons, Ltd. |