Acknowledgments: This work was supported by the Hankuk University of Foreign Studies Research Fund of 2012. We are grateful to the Editor and two anonymous referees for many constructive comments and suggestions.
Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility*
Version of Record online: 9 FEB 2012
© 2012 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 41, Issue 1, pages 103–124, February 2012
How to Cite
Rhee, D. W., Byun, S. J. and Kim, S. (2012), Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility. Asia-Pacific Journal of Financial Studies, 41: 103–124. doi: 10.1111/j.2041-6156.2011.01066.x
- Issue online: 9 FEB 2012
- Version of Record online: 9 FEB 2012
- Received 10 May 2011; Accepted 28 November 2011
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