Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Holger Claessen/STefan Mittnik. [Center for Financial Studies]
| Year of publication: |
2002
|
|---|---|
| Authors: | Claessen, Holger ; Mittnik, Stefan |
| Publisher: |
Frankfurt am Main : CFS |
| Subject: | GARCH | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Theorie | Theory | Deutschland | Germany |
| Extent: | 27 S graph. Darst 21 cm |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : CFS, ZDB-ID 2523669-6. - Vol. No. 2002,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ifk-cfs.de/papers/02_04.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718828