Is implied volatility more informative for forecasting realized volatility: An international perspective

By Chao Liang, Yu Wei, Yaojie Zhang. 2020

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f10aad0560f922345e0ad0cd8d250b232f181b2b