Volatility forecasting using financial statement information
Suhas A. Sridharan
| Year of publication: |
2015
|
|---|---|
| Authors: | Sridharan, Suhas A. |
| Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 90.2015, 5, p. 2079-2106
|
| Subject: | volatility | option pricing | fundamental analysis | variance risk | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Bilanzanalyse | Financial statement analysis | Finanzanalyse | Financial analysis | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| 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/10011375882