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The statistical performance of econometric and implied forecasting models
Chong, James, (2004)
Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka, (2001)
Unit trusts in Singapore : performance of the local funds
Chong, James, (1997)
Value at risk from econometric models and implied from currency options
Options trading profits from correlation forecasts