Forecasting stock market volatility and the informational efficiency of the DAX-index options market
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2002,04
- Schlagwort
-
GARCH-Prozess
Börsenkurs
Volatilität
Prognoseverfahren
Zeitreihenanalyse
Index-Futures
Markteffizienz
Kapitalmarkteffizienz
Theorie
Deutschland
Börsenkurs
Volatilität
Prognoseverfahren
Exponential smoothing
Zeitreihenanalyse
Index-Futures
Kapitalmarkteffizienz
ARCH-Prozess
GARCH-Prozess
Deutschland
- Ereignis
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Veröffentlichung
- (wo)
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Frankfurt am Main
- (wer)
-
Univ.-Bibliothek Frankfurt am Main
- (wann)
-
2002
- Urheber
- URN
-
urn:nbn:de:hebis:30-9948
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:41 MEZ
Datenpartner
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Beteiligte
- Claessen, Holger
- Mittnik, Stefan
- Univ.-Bibliothek Frankfurt am Main
Entstanden
- 2002
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