Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities

Review of Financial Studies - Tập 6 Số 2 - Trang 293-326 - 1993
Christopher G. Lamoureux1, William D. Lastrapes2
1Washington University in St. Louis;
2University of Georgia;

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Tài liệu tham khảo

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