SEA presidential address: Group connectivity and cooperation
Year of publication: |
2011
|
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Authors: | Urbano, Amparo |
Published in: |
SERIEs - Journal of the Spanish Economic Association. - Heidelberg : Springer, ISSN 1869-4195. - Vol. 2.2011, 2, p. 139-158
|
Publisher: |
Heidelberg : Springer |
Subject: | Gefangenendilemma | Evolutionäre Spieltheorie | model-based volatility index | model-free volatility index | risk | leverage effect | forecasting volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/s13209-011-0066-3 [DOI] 671693956 [GVK] hdl:10419/77793 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: |
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The information content in a volatility index for Spain
Gonzalez-Perez, Maria T., (2011)
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The information content in a volatility index for Spain
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SEA presidential address : group connectivity and cooperation
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