Option-based forecasts of volatility : an empirical study in the DAX-index options market
S. Muzzioli
| Year of publication: |
2010
|
|---|---|
| Authors: | Muzzioli, Silvia |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 16.2010, 5/6, p. 561-586
|
| Subject: | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| 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/10008698557