Measuring implied volatility: Is an average better? Which average?
- 10 July 2002
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 22 (9) , 811-837
- https://doi.org/10.1002/fut.10034
Abstract
No abstract availableKeywords
This publication has 22 references indexed in Scilit:
- The relation between implied and realized volatilityJournal of Financial Economics, 1998
- The Informational Content of Implied VolatilityThe Review of Financial Studies, 1993
- Combining forecasts: A review and annotated bibliographyInternational Journal of Forecasting, 1989
- Optimal Price Forecasting Using Survey DataThe Review of Economics and Statistics, 1983
- The Combination of ForecastsJournal of the Royal Statistical Society. Series A (General), 1983
- Standard deviations implied in option prices as predictors of future stock price variabilityJournal of Banking & Finance, 1981
- The information content of option prices and a test of market efficiencyJournal of Financial Economics, 1978
- The pricing of commodity contractsJournal of Financial Economics, 1976
- Experience with Forecasting Univariate Time Series and the Combination of ForecastsJournal of the Royal Statistical Society. Series A (General), 1974
- The Combination of ForecastsJournal of the Operational Research Society, 1969