The economic value of using realized volatility in forecasting future implied volatility
Wing Hong Chan; Ranjini Jha; Madhu Kalimipalli
| Year of publication: |
2009
|
|---|---|
| Authors: | Chan, Wing Hong ; Jha, Ranjini ; Kalimipalli, Madhu |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 32.2009, 3, p. 231-259
|
| Subject: | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | USA | United States | 1996-2002 |
| 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/10003966444