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The predictive power of implied volatility: Evidence from 35 futures markets

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  • Szakmary, Andrew
  • Ors, Evren
  • Kyoung Kim, Jin
  • Davidson, Wallace III

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  • Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III, 2003. "The predictive power of implied volatility: Evidence from 35 futures markets," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2151-2175, November.
    • Handle: RePEc:eee:jbfina:v:27:y:2003:i:11:p:2151-2175
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