Forecasting stock market volatility and the informational efficiency of the DAX-index options market
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2002,04
- Keyword
-
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
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main
- (who)
-
Univ.-Bibliothek Frankfurt am Main
- (when)
-
2002
- Creator
- URN
-
urn:nbn:de:hebis:30-9948
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:41 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Claessen, Holger
- Mittnik, Stefan
- Univ.-Bibliothek Frankfurt am Main
Time of origin
- 2002
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