## Abstract In the framework of encompassing regressions, the information content of the jump/continuous components of historical volatility is assessed when implied volatility is included as an additional regressor. The authors' empirical application focuses on daily and intradaily data for the S&
โฆ LIBER โฆ
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY
โ Scribed by Wing Hong Chan; Ranjini Jha; Madhu Kalimipalli
- Book ID
- 111215584
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 201 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0270-2592
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