Evaluation of volatility forecasts in an economic value framework
Year of publication: |
1998
|
---|---|
Authors: | Elder, Adam ; Gannon, Gerard |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 7.1998, 3, p. 221-236
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Australien | Australia | 1989-1995 |
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