Volatilittsprognosen auf Basis der DAX-Volatilittsindizes

Publisher: Duncker & Humblot

E-ISSN: 1865-5734|44|1|47-74

ISSN: 0023-4591

Source: Die Konstruktion eines Performanceindexes fr geschlossene Schiffsfonds, Vol.44, Iss.1, 2011-01, pp. : 47-74

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Abstract

Volatility Forecasts Based on the DAX Volatility Indices

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