Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
Journal of banking & finance, 2008-11, Vol.32 (11), p.2401-2411 [Peer Reviewed Journal]ISSN: 0378-4266 ;EISSN: 1872-6372 ;DOI: 10.1016/j.jbankfin.2008.02.003
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