A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Year of publication: |
2004
|
---|---|
Authors: | Maris, K. ; Pantou, G. ; Nikolopoulos, K. ; Pagourtzi, E. ; Assimakopoulos, V. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 7, p. 453-457
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Theorie | Theory | Börsenkurs | Share price | Finanzmarkt | Financial market | Großbritannien | United Kingdom | ARCH-Modell | ARCH model |
-
Stock index volatility forecasting with high frequency data
Hol Uspensky, Eugenie, (2002)
-
Omri, Imen, (2023)
-
Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H., (2003)
- More ...
-
A study of financial volatility forecasting techniques in the FTSE/ASE 20 index
Maris, K., (2004)
-
Options trading driven by volatility directional accuracy
Maris, K., (2007)
-
Options trading driven by volatility directional accuracy
Maris, K., (2007)
- More ...