Forecasting DAX volatility: a comparison of time series models and implied volatilities
Alternative title: | Prognose von DAX Volatilitäten: Ein Vergleich von Zeitreihenmodellen und Impliziten Volatilitäten |
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Year of publication: |
2016
|
Authors: | Weiß, Harald |
Other Persons: | Wagenhals, Gerhard (degree supervisor) |
Publisher: |
Stuttgart |
Subject: | Implied Volatility | Model Confidence Set | Time Series Models | Realised Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (circa 332 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Universität Hohenheim, 2016 |
Source: | ECONIS - Online Catalogue of the ZBW |
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