A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility
Bentes, Sónia R.Volume:
424
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.01.020
Date:
April, 2015
File:
PDF, 356 KB
english, 2015