Title of article
Evaluating volatility forecasts in option pricing in the context of a simulated options market
Author/Authors
Evdokia Xekalaki، نويسنده , , Stavros Degiannakis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
19
From page
611
To page
629
Keywords
ARCH models , Forecast volatility , Model selection , predictability , Standardized prediction errorciterion , option pricing
Journal title
Computational Statistics and Data Analysis
Serial Year
2005
Journal title
Computational Statistics and Data Analysis
Record number
307962
Link To Document