Forecasting volatility : roles of sampling frequency and forecasting horizon
Wing Hong Chan; Xin Cheng; Joseph K. W. Fung
| Year of publication: |
2010
|
|---|---|
| Authors: | Chan, Wing Hong ; Cheng, Xin ; Fung, Joseph K. W. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 12, p. 1167-1191
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Hongkong | Hong Kong | 2000-2006 |
| 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/10008901291