Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
Bernales, Alejandro, Guidolin, MassimoVolume:
46
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2014.06.002
Date:
September, 2014
File:
PDF, 2.26 MB
english, 2014