Testing the informativeness of non-price variables with MIDAS touch
Year of publication: |
2020
|
---|---|
Authors: | Kotyan, Avinash ; Mallikarjunappa, T. |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 32.2020, 2, p. 189-207
|
Subject: | Derivatives | Forecasting | Informational content | MIDAS | Non-price | Open interest | Options | Volume | Derivat | Derivative | Prognoseverfahren | Forecasting model | Informationswert | Information value | Theorie | Theory | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Optionsgeschäft | Option trading |
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