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

MPE Martens, J Zein

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages24
EditionEconometric Institute Reprint Serie EI-1341
Publication statusPublished - 2005

Publication series

SeriesEconometric Institute Reprint Serie
VolumeEI-1341

Research programs

  • EUR ESE 17

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