Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024): Difference between revisions
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Revision as of 23:47, 4 March 2024
scientific article; zbMATH DE number 1687593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns |
scientific article; zbMATH DE number 1687593 |
Statements
Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (English)
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6 March 2002
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high-frequency returns
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implied volatility
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stock index volatility
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forecasting
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ARCH models
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