Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
| Year of publication: |
2011
|
|---|---|
| Authors: | Bakshi, Gurdip ; Panayotov, George ; Skoulakis, Georgios |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 100.2011, 3, p. 475-496
|