Forecasting DAX volatility: a comparison of time series models and implied volatilities
Dipl. oec. Harald Weiß ; Betreuer: Gerhard Wagenhals
| Alternative title: | Prognose von DAX Volatilitäten: Ein Vergleich von Zeitreihenmodellen und Impliziten Volatilitäten |
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| Year of publication: |
2016
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| Authors: | Weiß, Harald |
| Other Persons: | Wagenhals, Gerhard (degree supervisor) |
| Publisher: |
Stuttgart |
| Subject: | Implied Volatility | Model Confidence Set | Time Series Models | Realised Volatility | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
freely available
| Extent: | 1 Online-Ressource (circa 332 Seiten) Illustrationen |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Universität Hohenheim, 2016 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439730