A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Rob Cornish
| Year of publication: |
2007
|
|---|---|
| Authors: | Cornish, Rob |
| Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 73-100
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätzung | Estimation | Großbritannien | United Kingdom | 2002-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003872850