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Financial econometrics, banking and finance (EFBFIN)
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Enrera
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Envant
Pedro Serrano; Antoni Vaello-Sebastiā; M. Magdalena Vich-Llompart,
"
International evidence of the forecasting ability of option-implied distributions
"
,
"Journal of Forecasting"
, Pages 1-18, 2024. Paper.
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