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~person:"Ajaz, Taufiq"
~person:"White, Scott I."
~subject:"Aktienindex"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienindex
Informational efficiency
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
2
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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