1. The Causal Relationship Between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability;Auinger,2015
2. Long memory and the relation between implied and realized volatility;Bandi;J. Financ. Econom.,2006
3. Implied volatility and future portfolio returns;Banerjee;J. Bank. Finance,2007
4. Does implied volatility provide any information beyond that captured in model-based volatility forecasts?;Becker;J. Bank. Finance,2007
5. On the informational efficiency of S&P500 implied volatility;Becker;North Am. J. Econ. Finance,2006