Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Eirini Konstantinidi; George Skiadopoulos; Emilia Tzagkaraki
| Year of publication: |
2008
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|---|---|
| Authors: | Konstantinidi, Eirini ; Skiadopoulos, George ; Tzagkaraki, Emilia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 11, p. 2401-2411
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| Subject: | Volatilität | Volatility | Derivat | Derivative | Index | Index number | Index-Futures | Index futures | EU-Staaten | EU countries | USA | United States | 2001-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003787217