Option-based forecasts of volatility: an empirical study in the DAX-index options market
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/13518471003640134
Reference38 articles.
1. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
2. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
3. The Distribution of Realized Exchange Rate Volatility
4. Long Memory and the Relation Between Implied and Realized Volatility
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