Predicting Financial Volatility : High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility
Year of publication: |
2008
|
---|---|
Authors: | Martens, Martin ; Zein, Jason |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Finanzmarkt | Financial market | Wechselkurs | Exchange rate | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.301382 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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