The Predictive Power of the French Market Volatility Index: A Multi Horizons Study * (Q4939360)
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scientific article; zbMATH DE number 1406385
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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