Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements

✍ Scribed by Siem Jan Koopman; Borus Jungbacker; Eugenie Hol

• Book ID: 116641552
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 484 KB
• Volume: 12
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2004.04.009