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Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff.
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff.
2001
R.G. Donaldson
Mark J. Kamstra
Keywords:
Econometrics
Arch
Valuation of options
Volatility (finance)
Economics
Implied volatility
Correction
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