Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
| Year of publication: |
2006
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|---|---|
| Authors: | Gonçalves, Silvia ; Guidolin, Massimo |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 79.2006, 3, p. 1591-1636
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