CrossRef Text and Data Mining
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Does the Difference of Implied Volatility over Historical Volatility Affect ELW Returns? A Korean Evidence
Jangkoo Kang, Jongho Kang, Soonhee Lee
Korean J Financ Stud. 2015;44(4):615-636.   Published online September 30, 2015

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Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility
Journal of Futures Markets. 2021;41(10):1618-1639   Crossref logo
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The Information Content of Intraday Implied Volatility for Volatility Forecasting
Journal of Forecasting. 2015;35(2):167-178   Crossref logo
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Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
The Journal of Finance. 2004;59(2):711-753   Crossref logo
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Forecasting ethanol market volatility: new evidence from the corn implied volatility index
Biofuels, Bioproducts and Biorefining. 2018;13(1):48-54   Crossref logo
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Implied Volatility Forecasting Realized Volatility
Contributions to Finance and Accounting. 2021;51-91   Crossref logo
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ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS
Mathematical Finance. 2010;22(4):591-620   Crossref logo
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Implied volatility smirk and future stock returns: evidence from the German market
Managerial Finance. 2015;41(12):1357-1379   Crossref logo
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Does terrorism affect the stock market returns and volatility? Evidence from Pakistan's stock exchange
Journal of Public Affairs. 2020;   Crossref logo
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Implied Volatility Dynamics
Volatility Trading. 2012;45-62   Crossref logo
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Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
Journal of Financial and Quantitative Analysis. 2006;41(2):381-406   Crossref logo
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