Forecasting the variability of stock index returns with stochastic volatility models and implied volatility
Eugenie Hol; Siem Jan Koopman
| Year of publication: |
2000
|
|---|---|
| Authors: | Hol Uspensky, Eugenie ; Koopman, Siem Jan |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | 25 S graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2000-104/4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001534834