Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (Q5952024)
From MaRDI portal
scientific article; zbMATH DE number 1687593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns |
scientific article; zbMATH DE number 1687593 |
Statements
Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns (English)
0 references
6 March 2002
0 references
high-frequency returns
0 references
implied volatility
0 references
stock index volatility
0 references
forecasting
0 references
ARCH models
0 references
0 references
0 references
0 references
