Long memory and the relation between implied and realized volatility
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- Federico M. Bandi & Benoit Perron, 2006. "Long Memory and the Relation Between Implied and Realized Volatility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(4), pages 636-670.
References listed on IDEAS
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- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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