An International Comparison of Implied, Realized and GARCH Volatility Forecasts
Year of publication: |
2016
|
---|---|
Authors: | Kourtis, Apostolos |
Other Persons: | Markellos, Raphael N. (contributor) ; Symeonidis, Lazaros (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Vergleich | Comparison | Wechselkurs | Exchange rate |
Extent: | 1 Online-Ressource (98 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2016 erstellt |
Classification: | G15 - International Financial Markets ; G17 - Financial Forecasting ; G01 - Financial Crises ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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