Predicting volatility using forecast dispersion : a model and a comparison to option-implied volatility
Erik Benrud
| Year of publication: |
2008
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|---|---|
| Authors: | Benrud, Erik |
| Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 3.2008, 1, p. 123-140
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| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Theorie | Theory | Prognose | Forecast | Schätzung | Estimation | Großbritannien | United Kingdom |
| 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/10003791312