TY - GEN
AU - Claessen, Holger
AU - Mittnik, Stefan
TI - Forecasting stock market volatility and the informational efficiency of the DAX-index options market
PB - Goethe University Frankfurt, Center for Financial Studies (CFS)
KW - implied volatility
KW - G14
KW - C22
KW - GARCH
KW - C53
KW - combined forecasting
KW - market efficiency
PY - 2002
N2 - Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
UR - https://katalog.slub-dresden.de/en/?cHash=0bb8bd27a7fbde41cd02875a74ca0f3d&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=126-ZnR6YndraWVsOm9haTplY29uc3Rvci5ldToxMDQxOS83ODEwMg&tx_find_find%5Btype%5D=ris
ER -
Download citation