On the predictive ability of several common models of volatility : an empirical test on the FOX index
Year of publication: |
Apr. 2000 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Maukonen, Marko S. (contributor) |
Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
Publisher: |
Helsingfors : Svenska Handelshögskolan |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Index | Index number | Finnland | Finland | 1988-1999 |
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