Forecasting volatility in the presence of limits to arbitrage
Year of publication: |
November 2015
|
---|---|
Authors: | Hong, Lu ; Nohel, Tom ; Todd, Steven |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 11, p. 987-1002
|
Subject: | Futures | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Arbitrage | USA | United States | 1997-2008 |
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