The forecast quality of CBOE implied volatility indexes
Charles J. Corrado; Thomas W. Miller, Jr.
| Year of publication: |
2005
|
|---|---|
| Authors: | Corrado, Charles Joseph ; Miller, Thomas W. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 4, p. 339-373
|
| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Index | Index number | Aktienindex | Stock index | Optionsgeschäft | Option trading | USA | United States |
| 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/10002647798