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A Comparison of Seasonal Adjus...
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Journal of econometrics
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Measuring volatility with the realized range
Martens, Martin
;
Dijk, Dick van
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 181-207
Persistent link: https://www.econbiz.de/10003451757
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2
Measuring volatility with the realized range
Martens, Martin
;
van Dijk, Dick
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 181-207
Persistent link: https://www.econbiz.de/10007615315
Saved in:
3
Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
4
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10006772541
Saved in:
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