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~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"EU-Staaten"
~subject:"Volatility"
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EU-Staaten
Volatility
Estimation
5
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Maukonen, Marko S.
1
Nandelstadh, Alexander von
1
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Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
114
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
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ECONIS (ZBW)
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On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
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2
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
3
Analysts' accuracy of
estimation
and the relative trading volume
Nandelstadh, Alexander von
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657721
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