Implied volatility index for the Norwegian equity market
Sebastian A. Bugge, Haakon J. Guttormsen, Peter Molnár, Martin Ringdal
| Year of publication: |
October 2016
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|---|---|
| Authors: | Bugge, Sebastian A. ; Guttormsen, Haakon J. ; Molnár, Peter ; Ringdal, Martin |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 47.2016, p. 133-141
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| Subject: | Implied volatility | OBX index | VIX | Volatility forecasting | Leverage effect | Volatilität | Volatility | Norwegen | Norway | Index | Index number | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading | Index-Futures | Index futures | Deutschland | Germany | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624091