FX volatility forecasts and the informational content of market data for volatility

European Journal of Finance

Volumn 9, Issue 3, 2003, Pages 242-272

  Dunis, Christian L ^a   Laws, Jason ^a   Chauvin, Stéphane ^b  

^a LIVERPOOL JOHN MOORES UNIVERSITY   (United Kingdom)

^b UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

Forecasting accuracy; Implied volatility; Model combination; Volatility models

Indexed keywords

EID: 0345060047     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/13518470210151100     Document Type: Article

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