A forecasting analysis of risk‐neutral equity and Treasury volatilities
| Year of publication: |
2019
|
|---|---|
| Authors: | González‐Urteaga, Ana ; Nieto Domenech, Belen ; Rubio, Gonzalo |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - 2019 (25.04.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2591 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082052