Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements

Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements

Koopman, Siem Jan, (2004)

Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements

Hol, Eugenie, (2004)

Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements

Koopman, Siem Jan, (2004)