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~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Bernales, Alejandro"
~person:"Chen, Shijiang"
~type_genre:"Working Paper"
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Can we forecast the
implied
volatility
surface
dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
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