The forecast quality of CBOE implied volatility indexes

Journal of Futures Markets

Volumn 25, Issue 4, 2005, Pages 339-373

  Corrado, Charles J ^b   Miller Jr , Thomas W ^a,c  

^a John Cook School of Business   (United States)

^b MASSEY UNIVERSITY   (New Zealand)

^c SAINT LOUIS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14544275914     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20148     Document Type: Article

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