Intraday volatility forecasting from implied volatility
Suk Joon Byun and Dong Woo Rhee; Sol Kim
| Year of publication: |
2011
|
|---|---|
| Authors: | Byun, Suk Joon ; Rhee, Dong Woo ; Kim, Sol |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 7.2011, 1, p. 83-100
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Zeit | Time | Prognoseverfahren | Forecasting model | Südkorea | South Korea | 2004-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008992000