On the relationship of ex-ante and ex-post volatility : a sub-period analysis of S&P CNX Nifty Index options
Imlak Shaikh; Puja Padhi
| Year of publication: |
2015
|
|---|---|
| Authors: | Shaikh, Imlak ; Padhi, Puja |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 14.2015, 2, p. 140-175
|
| Subject: | Implied volatility | realised volatility | ex-ante volatility | ex-post volatility | sub-periods | distributed lag | information content | Volatilität | Volatility | Index-Futures | Index futures | Prognoseverfahren | Forecasting model |
| 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/10011378502