Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Holger Claessen and Stefan Mittnik
| Year of publication: |
2002
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|---|---|
| Authors: | Claessen, Holger ; Mittnik, Stefan |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 8.2002, 3, p. 302-321
|
| Subject: | GARCH | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Theorie | Theory | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001704471