Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility <sup>1<-sup>
| Year of publication: |
2006
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|---|---|
| Authors: | Noh, Jaesun ; Kim, Tae-Hwan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 38.2006, 4, p. 395-414
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