On the predictive ability of several common models of volatility : an empirical test on the FOX index

Marko S. Maukonen

Year of publication:	2002
Authors:	Maukonen, Marko S.
Published in:	Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 11, p. 813-826
Subject:	Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Optionsgeschäft \| Option trading \| Index \| Index number \| Finnland \| Finland \| 1988-1999

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