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Our data says that the document:

Christopher, Neely. (2004) Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?.
In: Working Papers. RePEc:fip:fedlwp:2003-018.

Full description at Econpapers

cites:

Hull, John C. Options, 2002, Futures, and Other Derivatives, Prentice Hall College Division; 5th edition.

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