Measuring and forecasting S&P 500 index-futures volatility using high-frequency data
Year of publication: |
2002
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Authors: | Martens, Martin |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 6, p. 497-518
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Subject: | Index-Futures | Index futures | Aktienmarkt | Stock market | Volatilität | Volatility | Prognose | Forecast | Schätzung | Estimation | USA | United States |
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