Testing the informativeness of non-price variables with MIDAS touch
Avinash, T. Mallikarjunappa
| Year of publication: |
2020
|
|---|---|
| Authors: | Kotyan, Avinash ; Mallikarjunappa, T. |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 32.2020, 2, p. 189-207
|
| Subject: | Derivatives | Forecasting | Informational content | MIDAS | Non-price | Open interest | Options | Volume | Prognoseverfahren | Forecasting model | Derivat | Derivative | Informationswert | Information value | Theorie | Theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2019.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012489685