Does the option market produce superior forecasts of noise‐corrected volatility measures?

Does the option market produce superior forecasts of noise-corrected volatility measures?

Martin, Gael M., (2009)

Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?

Martin, Gael M., (2007)

Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility

Martin, Gael M., (2006)