@misc
{TN_libero_mab2,
author = {
Claessen, Holger
AND
Mittnik, Stefan
},
title = {
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
},
publisher = {Goethe University Frankfurt, Center for Financial Studies (CFS)},
keywords = {
implied volatility
,
G14
,
C22
,
GARCH
,
C53
,
combined forecasting
,
market efficiency
},
year = {2002},
abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},
url = {
https://katalog.slub-dresden.de/en/?cHash=a8fa44d3bda0cb9d524c2f0ab6715df9&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=126-ZnR6YndraWVsOm9haTplY29uc3Rvci5ldToxMDQxOS83ODEwMg&tx_find_find%5Btype%5D=bibtex
}
}