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

MPE Martens, J Zein

Research output: Contribution to journalArticleAcademic

123 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1005-1028
Number of pages24
JournalThe Journal of Futures Markets
Volume24
Issue number11
DOIs
Publication statusPublished - 2004

Research programs

  • EUR ESE 08

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