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An International Comparison of Implied, Realized, and GARCH Volatility Forecasts

Kourtis, Apostolos and Markellos, Raphael N and Symeonidis, Lazaros (2016) An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. Journal of Futures Markets, 36 (12). pp. 1164-1193. DOI https://doi.org/10.1002/fut.21792



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