Comparison of Realized Measure and Implied Volatility in Forecasting Volatility
Year: 2013
Type: article
Source: Journal of Forecasting
DOI: 10.1002/for.2253
Authors: Heejoon Han, Myung D. Park
Institutions: Kyung Hee University, National University of Singapore
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1543991010