Concepedia

Author

Eugenie M. J. H. Hol

ING Bank

Also Known As

Eugenie Hol, Eugenie M. J. H. Hol

11

Publications

688

Citations

5

H-Index

9

Concepts

All Affiliations

ING Bank
EM

About

Eugenie M. J. H. Hol is an author at ING Bank specializing in statistics, stock prices, and volatility modeling.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

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Engineering

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551

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Finance

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551

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Asset Pricing

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551

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Quantitative Finance

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Eugenie M. J. H. Hol

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1

Publications

551

Citations

1

H-Index

YearCitations

Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements

Siem Jan Koopman, Borus Jungbacker, Eugenie M. J. H. Hol

Journal of Empirical Finance

2005

551

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