Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Year of publication: |
November 2015
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Authors: | Luo, Xingguo ; Ye, Zinan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 68-77
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Subject: | Silver futures | Volatility forecasting | Volatility index | Volatilität | Volatility | USA | United States | Prognoseverfahren | Forecasting model | Silber | Silver | Derivat | Derivative | ARCH-Modell | ARCH model | Shanghai | Index-Futures | Index futures | Rohstoffderivat | Commodity derivative |
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