On the prediction of the implied standard deviation
Year of publication: |
1987
|
---|---|
Authors: | Brenner, Menachem |
Other Persons: | Galai, Dan (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 2.1987, p. 167-177
|
Subject: | Börsenkurs | Share price | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | 1977 |
-
Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair, (2019)
-
Forecast intervals in Arch exponential smoothing
Broze, Laurence, (1994)
-
Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier, (1996)
- More ...
-
Sovereign debt auctions: Uniform or discriminatory?
Brenner, Menachem, (2009)
-
On Measuring the Risk of Common Stocks Implied by Options Prices: A Note
Brenner, Menachem, (1984)
-
Brenner, Menachem, (1986)
- More ...