Volatility forecasting : intra-day versus inter-day models
Timotheos Angelidis; Stavros Degiannakis
| Year of publication: |
2008
|
|---|---|
| Authors: | Angelidis, Timotheos ; Degiannakis, Stavros |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 5, p. 449-465
|
| Subject: | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Volatilität | Volatility | Prognoseverfahren | Forecasting 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/10003775710