Predicting financial volatility: high-frequency time-series forecasts vis-à-vis implied volatility

MPE Martens, J Zein

Research output: Contribution to journal › Article › Academic

Original language	Undefined/Unknown
Pages (from-to)	1005-1028
Number of pages	24
Journal	The Journal of Futures Markets
Volume	24
Issue number	11
DOIs	https://doi.org/10.1002/fut.20126
Publication status	Published - 2004

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@article{8f59fcd1c7ee4caf94d3b71ffe234469,

title = "Predicting financial volatility: high-frequency time-series forecasts vis-{\`a}-vis implied volatility",

author = "MPE Martens and J Zein",

year = "2004",

doi = "10.1002/fut.20126",

language = "Undefined/Unknown",

volume = "24",

pages = "1005--1028",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "11",

}