VOLATILITY FORECASTING - Relationships Between Implied Volatility Indexes and Stock Index Returns
| Year of publication: |
2005
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|---|---|
| Authors: | Giot, Pierre |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 31.2005, 3, p. 92-100
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