Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

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Journal

Title: Journal of Banking & Finance

Abbreviated Title: Journal of Banking & Finance

Publisher: Elsevier BV

ISSN (Print): 03784266

Publication date Created: August 2007

Publication date (Print): August 2007

Volume: 31

Issue: 8

Pages: 2535-2549

Article

DOI: 10.1016/j.jbankfin.2006.11.013

SO-VID: 3f10b80a-68fb-4399-9282-0bf56ce43477

License:

https://www.elsevier.com/tdm/userlicense/1.0/

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