Which implied volatility provides the best measure of future volatility?

Guan Wang (), Pierre Yourougou and Yue Wang

Journal of Economics and Finance, 2012, vol. 36, issue 1, 93-105

Keywords: Option; Volatility Smile; Implied Volatility; Black-Scholes Model; Hypothesis; Informational Content; C02; C12; G12; G14 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s12197-009-9114-2

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