Does the option market produce superior forecasts of noise-corrected volatility measures?
Article first published online: 4 DEC 2008
Copyright © 2008 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 24, Issue 1, pages 77–104, January/February 2009
How to Cite
M. Martin, G., Reidy, A. and Wright, J. (2009), Does the option market produce superior forecasts of noise-corrected volatility measures?. J. Appl. Econ., 24: 77–104. doi: 10.1002/jae.1033
- Issue published online: 16 DEC 2008
- Article first published online: 4 DEC 2008
- Manuscript Revised: 2 OCT 2007
- Manuscript Received: 25 MAY 2006
- Australian Research Council Discovery. Grant Number: DP0664121
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