Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martin Martens; Jason Zein
| Year of publication: |
2004
|
|---|---|
| Authors: | Martens, Martin ; Zein, Jason |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 11, p. 1005-1028
|
| Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Aktienindex | Stock index | Rohstoffderivat | Commodity derivative | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States |
| 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/10002248611