Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008.
"Rolling-sampled parameters of ARCH and Levy-stable models,"
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More about this item
KeywordsForecasting; Implied Volatility; Monte Carlo likelihood method; Stochastic volatility; Stock indice;
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