The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * (Q4939360)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1406385
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * |
scientific article; zbMATH DE number 1406385 |
Statements
The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * (English)
0 references
23 February 2000
0 references
market volatility index
0 references
mximum likelihood estimation
0 references
stochastic volatility models
0 references
0.7858365774154663
0 references
0.757223904132843
0 references
0.7381135821342468
0 references
0.7332439422607422
0 references
0.7323927879333496
0 references
