Forecasting stock index volatility: comparing implied volatility and the intraday high-low price range
Charles Corrado; Cameron Truong
| Year of publication: |
2007
|
|---|---|
| Authors: | Corrado, Charles Joseph ; Truong, Cameron |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 30.2007, 2, p. 201-215
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Finanzierungstheorie | Financial management 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://www.econbiz.de/10003484305