Comparison of realized measure and implied volatility in forecasting volatility
Heejoon Han and Myung D. Park
| Year of publication: |
2013
|
|---|---|
| Authors: | Han, Heejoon ; Park, Myung D. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 6, p. 522-533
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory |
| 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://ebvufind01.dmz1.zbw.eu/10009789678