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~person:"Mittnik, Stefan"
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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/10010317419
Saved in:
2
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
Saved in:
3
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:
4
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
- In:
The European Journal of Finance
8
(
2002
)
3
,
pp. 302-321
implied-volatility
information, derived from contemporaneously observed option prices or history-based volatility predictors …
Persistent link: https://www.econbiz.de/10005438047
Saved in:
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