Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices

Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices
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股票市场波动性和隐含波动性指数的预测准确性

DOI:
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发表时间:
2006
期刊:
Discussion Papers in Economics and Business, Graduate School of Economics and Osaka School of International Public Policy 06-09
影响因子:
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通讯作者:
Kim Moosung
Kim Moosung
中科院分区:
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文献类型:
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作者:
Kazuhiko Nishina;Nabil Maghrebi;Kim Moosung

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