The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Busch, Thomas ; Christensen, Bent Jesper ; Nielsen, Morten Ørregaard

Journal of econometrics, 2011, Vol.160 (1), p.48-57 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível