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Measuring volatility with the realized range
Martens, Martin; Dijk, Dick van - In: Journal of econometrics 138 (2007) 1, pp. 181-207
Persistent link: https://www.econbiz.de/10003451757
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Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of econometrics 105 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
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Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J. - In: Journal of econometrics 105 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10006772541
Cover Image
Measuring volatility with the realized range
Martens, Martin; van Dijk, Dick - In: Journal of econometrics 138 (2007) 1, pp. 181-207
Persistent link: https://www.econbiz.de/10007615315