The information content of option-based forecasts of volatility : evidence from the Italian stock market
Silvia Muzzioli
| Year of publication: |
2013
|
|---|---|
| Authors: | Muzzioli, Silvia |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 1, p. 13500051-135000546
|
| Subject: | Volatility index | Black-Scholes implied volatility | model-free implied volatility | corridor implied volatility | implied binomial trees | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Italien | Italy | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Börsenkurs | Share price | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| 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/10010198265