Title of article
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Author/Authors
Ralf Becker، نويسنده , , Adam E. Clements، نويسنده , , Scott I. White، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
15
From page
2535
To page
2549
Keywords
Implied Volatility , Information , Volatility models , Volatility forecasts , Realized volatility , Volatilityrisk premium
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194092
Link To Document