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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - 2004
Persistent link: https://www.econbiz.de/10002120589
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Estimating expected excess returns using historical and option-implied volatility
Corrado, Charles Joseph; Miller, Thomas W. - 2005
Persistent link: https://www.econbiz.de/10003332149
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Sales forecasting using longitudinal data models
Frees, Edward W.; Miller, Thomas W. - In: International journal of forecasting 20 (2004) 1, pp. 99-114
Persistent link: https://www.econbiz.de/10001918303
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An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC
Miller, Thomas W.; Rapach, David E. - In: Journal of empirical finance 24 (2013), pp. 10-23
Persistent link: https://www.econbiz.de/10010371994
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Forecasting stock index volatility: comparing implied volatility and the intraday high-low price range
Corrado, Charles Joseph; Truong, Cameron - In: The journal of financial research 30 (2007) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003484305
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Forecasting stock index volatility : the incremental information in the intraday high-low price range
Corrado, Charles Joseph; Truong, Cameron - 2004
Persistent link: https://www.econbiz.de/10002253950