Forecasting stock market volatility and the informational efficiency of the DAX-index options market

European Journal of Finance

Volumn 8, Issue 3, 2002, Pages 302-321

  Claessen, Holger ^a   Mittnik, Stefan ^b  

^a DEUTSCHE BANK AG   (Germany)

^b UNIVERSITY OF KIEL   (Germany)

Author keywords

Combined Forecasting; Garch; Implied Volatility; Market Efficiency

Indexed keywords

EID: 33646156803     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470110074828     Document Type: Article

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