Valuation of variance forecasts with simulated option markets

Robert F. Engle ; Che-Hsiung Hong ; Alex Kane

Year of publication:	1990
Authors:	Engle, Robert F. ; Hong, Che-hsiung T. ; Kane, Alex
Publisher:	Cambridge, MA
Subject:	Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Derivat \| Derivative \| Portfolio-Management \| Portfolio selection \| Zeitreihenanalyse \| Time series analysis

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