Ahoniemi, Katja (contributor) - 2007
Volatility
Katja Ahoniemi
Helsinki School of Economics, FDPE, and HECER
Discussion Paper No. 172
July 2007
ISSN 1795 0562
HECER … volatility, Forecasting, Option markets.
Katja Ahoniemi
Department of Economics,
Helsinki School of Economics
P.O. Box 1210
FI …
the fact that in flnancial time series, periods of business-as-usual alternate with periods
of large shocks, which can be …