Evaluating volatility forecasts in option pricing in the context of a simulated options market
Year of publication: |
2005
|
---|---|
Authors: | Xekalaki, Evdokia ; Degiannakis, Stavros |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 49.2005, 2, p. 611-629
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
SPEC model selection algorithm for ARCH models : an options pricing evaluation framework
Degiannakis, Stavros, (2008)
-
Degiannakis, Stavros, (2007)
-
ARCH models for financial applications
Xekalaki, Evdokia, (2010)
- More ...