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The relation between implied and realized volatility

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  • Christensen, B. J.
  • Prabhala, N. R.

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  • Christensen, B. J. & Prabhala, N. R., 1998. "The relation between implied and realized volatility," Journal of Financial Economics, Elsevier, vol. 50(2), pages 125-150, November.
  • Handle: RePEc:eee:jfinec:v:50:y:1998:i:2:p:125-150
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