Does the option market produce superior forecasts of noise-corrected volatility measures?
Gael M. Martin, Andrew Reidy and Jill Wright
| Year of publication: |
2009
|
|---|---|
| Authors: | Martin, Gael M. ; Reidy, Andrew ; Wright, Jill |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 24.2009, 1, p. 77-104
|
| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | USA | United States | 1996-2006 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003807531