Information Content in Sneer Asymmetry: An Application to Out-of-Sample Implied Volatility Forecasting
2015 ◽
Vol 51
(sup3)
◽
pp. 34-51
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2014 ◽
Vol 15
(5)
◽
pp. 915-934
◽
2013 ◽
Vol 1
(4)
◽
pp. 359-378
◽
2011 ◽
Vol 14
(03)
◽
pp. 407-432
◽
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