Work

Measuring and forecasting S&P 500 index‐futures volatility using high‐frequency data

Year: 2002

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.10016

Author: Martin Martens

Institution: Erasmus University Rotterdam

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2074310789

FWCI: 9.447

Cites: 18

Cited by: 229

Related to: 10