BENAVIDES, Guillermo. Predictive accuracy of futures options implied volatility: the case of the exchange rate futures mexican peso-us dollar. Panorama Económico, [S. l.], v. 5, n. 9, p. 55–95, 2009. DOI: 10.29201/peipn.v5i9.317. Disponível em: https://www.revistapanoramaeconomico.mx/index.php/PE/article/view/317. Acesso em: 3 mar. 2026.