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~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Journal of empirical finance
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Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
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