Modeling and forecasting implied volatility
Katja Ahoniemi
| Year of publication: |
2009
|
|---|---|
| Authors: | Ahoniemi, Katja |
| Publisher: |
Helsinki : Helsinki School of Economics |
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Extent: | VIII, 150 S. graph. Darst. |
|---|---|
| Series: | Acta Universitatis Oeconomicae Helsingiensis / A. - Helsinki : Helsinki School of Economics and Business Administration, ISSN 1237-556X, ZDB-ID 2814502-1. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammlung ; Collection of articles written by one author ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: Helsinki, School of Economics, Diss., 2009 |
| Notes: | Enth. 4 Beiträge |
| ISBN: | 978-952-488-303-0 ; 978-952-488-304-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003802181