Forecasting Volatility

• 1 February 1997
• journal article
• Published by Wiley in Financial Markets, Institutions & Instruments
• Vol. 6  (1) , 1-88
• https://doi.org/10.1111/1468-0416.00009

Abstract

Keywords

• MODELS
• OPTIMAL
• FORECASTING
• VALUATION MODEL
• DERIVATIVES VALUATION
• VOLATILITY PREDICTION
• HOPED
• VOLATILITY INPUT
• TRY