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Realized volatility in the futures markets

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  • Thomakos, Dimitrios D.
  • Wang, Tao

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  • Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May.
    • Handle: RePEc:eee:empfin:v:10:y:2003:i:3:p:321-353
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    22. Lamoureux, Christopher G & Lastrapes, William D, 1993. "Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 293-326.
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