Forecasting the Varibility of Stock Index Returns with Stochastic Volatility Models and Implied Volatility

S.J. Koopman, E. Hol Uspensky

Research output: Working paperProfessional

37 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages25
Publication statusPublished - 2000

Publication series

NameTI Discussion Paper
No.00-04/4

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