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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

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References

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1998

The quality of market volatility forecasts implied by S&P 100 index option prices

476 cited

2004Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models296 cited

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2011The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index54 cited
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