Predicting financial volalility: High-frequency time-series forecasts vis-a-vis implied volatility

MPE Martens, J Zein

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	24
Edition	Econometric Institute Reprint Serie EI-1341
Publication status	Published - 2005

Series	Econometric Institute Reprint Serie
Volume	EI-1341

Cite this

@book{b1f12ec5d21043fe8a2cfe9cd0e2b879,

title = "Predicting financial volalility: High-frequency time-series forecasts vis-a-vis implied volatility",

author = "MPE Martens and J Zein",

year = "2005",

language = "Undefined/Unknown",

series = "Econometric Institute Reprint Serie",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute Reprint Serie EI-1341",

}