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Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility / Dimos S. Kambouroudis, David G. McMillan, Katerina Tsakou

Journal of Futures Markets

Swansea University Author: Katerina Tsakou

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DOI (Published version): 10.1002/fut.22241

Published in: Journal of Futures Markets
ISSN: 0270-7314 1096-9934
Published: Wiley 2021
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa57115
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College: School of Management