Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option PricesPeter Christoffersen McGill University, CBS, and CREATES
Kris Jacobs University of Houston, McGill University, and Tilburg University
Karim Mimouni
Rev. Financ. Stud. (2010) 23 (8): 3141-3189. doi: 10.1093/rfs/hhq032 First published online: April 29, 2010
http://rfs.oxfordjournals.org/content/23/8/3141.short
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