The information content in a volatility index for Spain
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Bibliographic InfoArticle provided by Spanish Economic Association in its journal SERIEs.
Volume (Year): 2 (2011)
Issue (Month): 2 (June)
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Web page: http://www.springer.com/economics/journal/13209
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Find related papers by JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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