A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility

• 期刊名称Physica A: Statistical Mechanics and its Applications
• 作者Bentes, Sónia R.
• 卷第424卷
• 印刷ISSN0378-4371
• 文件大小356.22KB
• 发表时间2015-04
• DOI10.1016/j.physa.2015.01.020
• 页码105-112