Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
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- Christopher J. Neely & Drew B. Winters, 2005. "Year-end seasonality in one-month LIBOR derivatives," Working Papers 2003-040, Federal Reserve Bank of St. Louis.
More about this item
KeywordsGold ; Futures ; Forecasting;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2003-09-24 (Econometrics)
- NEP-ETS-2003-09-24 (Econometric Time Series)
- NEP-FIN-2003-09-24 (Finance)
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