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2 research outputs found
Implied Volatility Indices as Leading Indicators of Stock Index Returns?
Author
B J Blair
Cboe See The
+11Â more
F Black
F Black
J Y Campbell
J Y Campbell
L Canina
Pierre Giot
R F Engle
See Engle
T E Day
V Xn 1d T
Z Ding
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
The Information Content of Implied Volatility Indexes for Forecasting Volatility and Market Risk
Author
A Pagan
A Saunders
+45Â more
B J Blair
B J Christensen
C Alexander
C J Neely
Cboe See The
D B Nelson
F Black
F Black
F X Diebold
Giot See Also
H Claessen
J Berkowitz
J Berkowitz
J C Hull
J Fleming
K French
L Bauwens
L Canina
L Ederington
L R Glosten
M Martens
P F Christoffersen
P Giot
P Giot
P Giot
P Giot
P Jorion
P Jorion
P Kupiec
P Lambert
Pierre Giot
R E Whaley
R E Whaley
R F Engle
R F Engle
S Figlewski
S Poon
See Poon
T Bollerslev
T Bollerslev
T E Day
T G Andersen
T G Andersen
X Xu
Z Ding
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref