Volatility Forecasts : Do Volatility Estimators and Evaluation Methods Matter?
Year of publication: |
2013
|
---|---|
Authors: | Jiang, I-Ming |
Other Persons: | Hung, Jui-Cheng (contributor) ; Wang, Chuan-San (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 27, 2013 erstellt |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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