Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Jaesun Noh and Tae-Hwan Kim
| Year of publication: |
2006
|
|---|---|
| Authors: | Noh, Jaesun ; Kim, Tae-hwan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 38.2006, 4 (10.3.), p. 395-413
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Großbritannien | United Kingdom | 1994-1999 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003298646