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~person:"Mittnik, Stefan"
~subject:"ARCH model"
~subject:"Risk premium"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Mittnik, Stefan
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
-
2002
implied-volatility
information, derived from contemporaneously observed option prices or history-based volatility predictors …
Persistent link: https://www.econbiz.de/10009767118
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