The predictive power of the French market volatility index : a multi horizons study
Franck Moraux, Patrick Navatte and Christophe Villa
| Year of publication: |
1999
|
|---|---|
| Authors: | Moraux, Franck ; Navatte, Patrick ; Villa, Christophe |
| Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 2.1998, 3, p. 303-320
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Index | Index number | Frankreich | France | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | 1994-1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: European finance review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001400445