Optimal prediction periods for new and old volatility indexes in USA and German markets
Javier Giner, Sandra Morini, Rafael Rosillo
| Year of publication: |
April 2016
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|---|---|
| Authors: | Giner, Javier ; Morini, Sandra ; Rosillo, Rafael |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2016, 4, p. 527-549
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| Subject: | VIX | VDAX | Forecasting | Realized volatility | Maturity | Volatilität | Volatility | Deutschland | Germany | USA | United States | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9500-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712458