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Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R
Jiang, George J., Tian, Yisong S.Volume:
45
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109010000116
Date:
April, 2010
File:
PDF, 200 KB
english, 2010