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Output details

19 - Business and Management Studies

Output 31 of 171 in the submission

Article title

Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices

Type

D - Journal article

DOI

Title of journal

Journal of Banking & Finance

Article number

Volume number

Issue number

First page of article

2401

ISSN of journal

03784266

Year of publication

2008

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

3 - Finance

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract