Investigating the Information Content of the Model‐Free Volatility Expectation by Monte Carlo Methods
| Year of publication: |
2013
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|---|---|
| Authors: | Zhang, Yuanyuan ; Taylor, Stephen J. ; Wang, Lili |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 11, p. 1071-1095
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