search query: @freeterm implied volatility / total: 3
references: 1-3 / 3
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1.
A high-frequency investigation of the interaction between volatility and DAX returns
European Financial Management
2010 : JUN, VOL. 16:3, p. 327-344
 2010 Masset, P.
Wallmeier, M.
2.
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
European Journal of Finance
2008 : JUL-SEP, VOL. 14:5-6, p. 397-408
 2008 Bekiros S.D.,
Georgoutsos, D.A.
3.
The quality of market volatility forecasts implied by S&P 100 index option prices
Journal of Empirical Finance
1998 : OCT, VOL. 5:4, p. 317-345
 1998 Fleming, J.
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