Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Dong Woo Rhee; Suk Joon Byun; Sol Kim
| Year of publication: |
2012
|
|---|---|
| Authors: | Rhee, Dong Woo ; Byun, Suk Joon ; Kim, Sol |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 41.2012, 1, p. 103-124
|
| Subject: | Options | Stochastic volatility | Volatility | VKOSPI | Forecasting | Volatilität | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
| 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/10009514731