The information content in a volatility index for Spain
| Year of publication: |
2011
|
|---|---|
| Authors: | Gonzalez-Perez, Maria ; Novales, Alfonso |
| Published in: |
SERIEs. - Asociación Española de Economía - AEE. - Vol. 2.2011, 2, p. 185-216
|
| Publisher: |
Asociación Española de Economía - AEE |
| Subject: | Model-based volatility index | Model-free volatility index | Risk | Leverage effect | Forecasting volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149769