Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices

Klaus E. Buhr, Xiaoming Li and Lawrence C. Rose

Year of publication:	Dec. 2005
Authors:	Buhr, Klaus E. ; Li, Xiaoming ; Rose, Lawrence Craig
Publisher:	Auckland
Subject:	Prognoseverfahren \| Forecasting model \| Aktienmarkt \| Stock market \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| Australien \| Australia \| 2001-2004

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