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~person:"Bernales, Alejandro"
~person:"Bachem, Olivier"
~subject:"Stock option"
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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
Saved in:
2
Can we forecast the
implied
volatility
surface
dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
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