Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
| Year of publication: |
1993
|
|---|---|
| Authors: | Lamoureux, Christopher G. ; Lastrapes, William |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 6.1993, 2, p. 293-326
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