Does the option market produce superior forecasts of noise-corrected volatility measures?

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)77 - 104
Number of pages28
JournalJournal of Applied Econometrics
Volume24
Issue number1
DOIs
Publication statusPublished - 2009

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