An international comparison of implied, realized, and GARCH volatility forecasts
Year of publication: |
December 2016
|
---|---|
Authors: | Kourtis, Apostolos ; Markellos, Raphaēl N. ; Symeonidis, Lazaros |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 12, p. 1164-1193
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Welt | World | 2000-2012 |
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