Predicting financial volatility: High-frequency time-series forecasts vis-à-vis implied volatility
| Year of publication: |
2004
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|---|---|
| Authors: | Martens, Martin ; Zein, Jason |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 11, p. 1005-1028
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