The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * (Q4939360)
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scientific article; zbMATH DE number 1406385
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| English | The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * |
scientific article; zbMATH DE number 1406385 |
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The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * (English)
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23 February 2000
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market volatility index
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mximum likelihood estimation
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stochastic volatility models
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0.7858365774154663
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0.757223904132843
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0.7381135821342468
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0.7332439422607422
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0.7323927879333496
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