On the predictive ability of several common models of volatility : an empirical test on the FOX index
Marko S. Maukonen
| Year of publication: |
Apr. 2000 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Maukonen, Marko S. (contributor) |
| Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
| Publisher: |
Helsingfors : Svenska Handelshögskolan |
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Index | Index number | Finnland | Finland | 1988-1999 |
| Extent: | Online-Ressource, 22 p. = 127 KB, text |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 2172605-X. - Vol. 423 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography FOX = Finnish Options Index Systemvoraussetzungen: Acrobat reader |
| ISBN: | 951-555-639-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001536537