Predicting stock market volatility : a new measure
Jeff Fleming ; Barbara Ostdiek ; Robert E. Whaley
| Year of publication: |
1995
|
|---|---|
| Authors: | Fleming, Jeff |
| Other Persons: | Ostdiek, Barbara (contributor) ; Whaley, Robert E. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 3, p. 265-302
|
| Subject: | VIX | Volatility Index | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Theorie | Theory | USA | United States | Saisonale Schwankungen | Seasonal variations | 1986-1992 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001180182