Detlefsen, Kai; Härdle, Wolfgang - 2006
SFB 649 Discussion Paper 2006-052
Forecasting the
Term Structure of
Variance Swaps
Kai Detlefsen*
Wolfgang Härdle*
* Center for Applied Statistics and Economics (C.A.S.E.),
School of Business and Economics,
Humboldt-Universität zu Berlin, Germany
This...