Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Christopher J. Neely
| Year of publication: |
Nov. 2003 ; [Elektronische Ressource], rev
|
|---|---|
| Other Persons: | Neely, Christopher J. (contributor) |
| Institutions: | Federal Reserve Bank of St. Louis (contributor) |
| Publisher: |
St. Louis, MO, : Federal Reserve Bank of St. Louis |
| Subject: | Gold | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätzung | Estimation | USA | United States | IV-Schätzung | Instrumental variables |