2009•Journal of Economics and FinanceRequires access

Which implied volatility provides the best measure of future volatility?

Guan Jun Wang, Pierre Yourougou, Yue Dong Wang

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Key concepts: Implied volatility, Volatility smile, Forward volatility, Volatility (finance), Volatility swap, Volatility risk premium, Variance swap, Economics

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Which implied volatility provides the best measure of future volatility? — Research Paper | ScholarLens