Forecasting volatility in the Spanish option market
Year of publication: |
2004
|
---|---|
Authors: | Corredor, Pilar ; Santamaría Aquilué, Rafael |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 1, p. 1-11
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Spanien | Spain |
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