Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements
Year of publication: |
2005
|
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Authors: | Koopman, Siem Jan ; Jungbacker, Borus ; Hol Uspensky, Eugenie |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 3, p. 445-475
|
Subject: | Aktienindex | Stock index | Prognoseverfahren | Forecasting model |
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