//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Center for Financial Studies"
~institution:"Université Paris-Dauphine"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Claessen, Holger"
~subject:"Forward Variance Swap"
~subject:"GARCH"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Implied volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forward Variance Swap
GARCH
combined forecasting
1
implied volatility
1
market efficiency
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Claessen, Holger
Bao, Qunfang
1
Mittnik, Stefan
1
Institution
All
Center for Financial Studies
Université Paris-Dauphine
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Published in...
All
CFS Working Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
-
Center for Financial Studies
-
2002
implied-volatility
information, derived from contemporaneously observed option prices or history-based volatility predictors …
Persistent link: https://www.econbiz.de/10010958558
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->