The predictive power of implied volatility : evidence from 35 futures markets
Andrew Szakmary ...
| Year of publication: |
2003
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|---|---|
| Authors: | Szakmary, Andrew ; Örs, Evren ; Kim, Jin Kyoung ; Davidson, Wallace Norman |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 11, p. 2151-2175
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| Subject: | Volatilität | Volatility | Index-Futures | Index futures | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Welt | World |
| 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://ebvufind01.dmz1.zbw.eu/10001798814