Forecasting stock index volatility: Comparing implied volatility and the intraday high-low price range

Charles Corrado, Hai Au Truong

    Research output: Contribution to journalArticleResearchpeer-review

    18 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)201 - 215
    Number of pages15
    JournalJournal of Financial Research
    Volume30
    Issue number2
    DOIs
    Publication statusPublished - 2007

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