A Comparative Analysis of the Predictive Power of Implied Volatility Indices and Garch Forecasted Volatility

AuthID
 P-00G-23J
1
Author(s)
Document Type
Article
Year published
2015
Published
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 424, Pages: 105-112 (8)
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Wos®
Scopus®
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Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-84921881158
Wos: WOS:000350192200013
Source Identifiers
ISSN: 0378-4371
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