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Yue Peng
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Discussion paper series / University of Essex, Department of Economics
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Journal of banking & finance
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ECONIS (ZBW)
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Forecasting extreme volatility of FTSE-100 with model free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) option implied volatility indices
Markose, Sheri M.
;
Yue Peng
;
Alentorn, Amadeo
-
2012
Persistent link: https://www.econbiz.de/10009544687
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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
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