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

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Name	TI Discussion Paper
No.	00-04/4

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title = "Forecasting the Varibility of Stock Index Returns with Stochastic Volatility Models and Implied Volatility",

author = "S.J. Koopman and {Hol Uspensky}, E.",

year = "2000",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "00-04/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

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TY - UNPB

T1 - Forecasting the Varibility of Stock Index Returns with Stochastic Volatility Models and Implied Volatility

AU - Koopman, S.J.

AU - Hol Uspensky, E.

PY - 2000

Y1 - 2000

M3 - Working paper

T3 - TI Discussion Paper

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

PB - Tinbergen Institute

CY - Amsterdam

ER -