Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements - Concepedia

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Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements

DOI Full Paper Access

66

Citations

59

References

2004

Year

Siem Jan Koopman, Borus Jungbacker, Eugenie Hol Uspensky

SSRN Electronic Journal

Volatility ModelingEngineeringAsset PricingStock PricesQuantitative FinanceBusinessDaily VariabilityStock Market PredictionForecastingP 100Financial ForecastStatisticsFinanceImplied Volatility Measurements

References

	Year	Citations

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