The quality of market volatility forecasts implied by S&P 100 index option prices
- 1 October 1998
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 5 (4) , 317-345
- https://doi.org/10.1016/s0927-5398(98)00002-4
Abstract
No abstract availableThis publication has 47 references indexed in Scilit:
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