A forecasting analysis of risk‐neutral equity and Treasury volatilities
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DOI: 10.1002/for.2591
Abstract: The authors acknowledge financial support from the Ministry of Economics and Competitiveness through grant ECO2015‐67035‐P. In addition, Belen Nieto and Gonzalo Rubio acknowledge financial support from Generalitat Valencia grant Prometeo/2017/158 and the Bank of Spain,… read more here.
Keywords: grant; economics; risk neutral; forecasting analysis ... See more keywords