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07/22/2021
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
This paper presents static and dynamic versions of univariate, multivari...
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09/21/2019
Implied volatility surface predictability: the case of commodity markets
Recent literature seek to forecast implied volatility derived from equit...
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01/08/2019
Uncovering predictability in the evolution of the WTI oil futures curve
Accurately forecasting the price of oil, the world's most actively trade...
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11/30/2018