An International Comparison of Implied,Realized, and GARCH Volatility Forecasts |
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Authors: | Apostolos Kourtis Raphael N. Markellos Lazaros Symeonidis |
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Affiliation: | Apostolos Kourtis, Raphael N. Markellos, and Lazaros Symeonidis are at the Norwich Business School, University of East Anglia, Norwich, UK |
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