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~institution:"Faculty of Economics, University of Cambridge"
~subject:"VKOSPI"
~subject:"implied volatility"
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implied volatility
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Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
Darsinos, T.
;
Satchell, S.E.
-
Faculty of Economics, University of Cambridge
-
2001
implied or historical volatilities. We find no evidence to suggest that standard procedures using
implied
volatility
estimates …
Persistent link: https://www.econbiz.de/10005783847
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