Volatility forecasts : do volatility estimators and evaluation methods matter?
I-Ming Jiang, Jui-Cheng Hung and Chuan-San Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Jiang, I-Ming ; Hung, Jui-Cheng ; Wang, Chuan-San |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 11, p. 1077-1094
|
| Subject: | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Optionsgeschäft | Option trading | Volatilität | Volatility | Prognoseverfahren | Forecasting model | USA | United States | 2007-2008 |
| 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/10010508678