The importance of the volatility risk premium for volatility forecasting
Marcel Prokopczuk; Chardin Wese Simen
| Year of publication: |
2014
|
|---|---|
| Authors: | Prokopczuk, Marcel ; Wese Simen, Chardin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 303-320
|
| Subject: | Volatility forecasting | Volatility risk premium | Implied volatility | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Optionsgeschäft | Option trading |
| 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/10010402181