Comparison of realized measure and implied volatility in forecasting volatility
Year of publication: |
2013
|
---|---|
Authors: | Han, Heejoon ; Park, Myung D. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 6, p. 522-533
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
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