The information content of implied volatility indexes for forecasting volatility and market risk

Pierre Giot

Year of publication:	2003
Authors:	Giot, Pierre
Publisher:	Louvain-la-Neuve : CORE
Subject:	Aktienindex \| Stock index \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Informationswert \| Information value \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Theorie \| Theory \| USA \| United States \| Risikomaß \| Risk measure

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