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Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 45 / Issue 2 / April 2010
- Published online by Cambridge University Press:
- 19 February 2010, pp. 503-533
- Print publication:
- April 2010
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- Article
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