Federal Reserve Bank of Atlanta. "Volatility Forecasts, Trading Volume, and the ARCH versus Option-ImpliedVolatility Trade-off, Working Paper 2004-6" in Working Papers (Federal Reserve Bank of Atlanta)
(March 2004).
https://fraser.stlouisfed.org/title/8586/item/656824, accessed on April 17, 2025.
@FedFRASER