Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Year of publication: |
2002
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Authors: | Claessen, Holger ; Mittnik, Stefan |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 8.2002, 3, p. 302-321
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Publisher: |
Taylor & Francis Journals |
Subject: | Market Efficiency | Implied Volatility | Garch | Combined Forecasting |
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
- More ...
-
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
-
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
-
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
- More ...