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~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"Forecasting model"
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Forecasting model
Volatility
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Maukonen, Marko S.
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Penttinen, Aku
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Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
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contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
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2
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
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