Informational content of volatility forecasts in Eurodollar markets
Kwanho Kim
| Year of publication: |
2016
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|---|---|
| Authors: | Kim, Kwanho |
| Published in: |
Global business and finance review. - Seoul : People & Global Business Association, ISSN 2384-1648, ZDB-ID 2839730-7. - Vol. 21.2016, 2, p. 86-99
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| Subject: | Implied Volatility | Volatility Bias | Eurodollar Futures Options | GMM Regression | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Euromarkt | Euromarkets | Momentenmethode | Method of moments | Optionspreistheorie | Option pricing theory | Systematischer Fehler | Bias | Währungsderivat | Currency derivative | Derivat | Derivative | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2016.21.2.86 [DOI] hdl:10419/224354 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011607982