Work

Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.301382

Authors: Martin P.E. Martens, Jason Zein

Institutions: The University of Queensland, UNSW Sydney

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2011649405

Cites: 33

Cited by: 56

Related to: 10