THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY
| Year of publication: |
2009
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| Authors: | Chan, Winghong ; Jha, Ranjini ; Kalimipalli, Madhu |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 32.2009, 3, p. 231-260
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