Volatility Modeling and Prediction : The Role of Price Impact
Year of publication: |
2018
|
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Authors: | Jiang, Ying |
Other Persons: | Cao, Yi (contributor) ; Liu, Xiaoquan (contributor) ; Zhai, Jia (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Preis | Price | Theorie | Theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3220929 [DOI] |
Classification: | c58 ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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