Forecasting Extreme Volatility of FTSE-100 with Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices
Year of publication: |
2013
|
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Authors: | Markose, Sheri M. |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Ausreißer | Outliers |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2012 erstellt Volltext nicht verfügbar |
Classification: | C13 - Estimation ; C16 - Specific Distributions ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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