An approach to combine heterocedastic volatility forecasts about IBEX-35 options in the Spanish market of derivatives

C. Maté, A. Oliva

22nd International Symposium on Forecasting, Dublin (Ireland). 24-26 junio 2002

Summary:
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Publication date: June 2002.

Citation:
Maté, C., Oliva, A., An approach to combine heterocedastic volatility forecasts about IBEX-35 options in the Spanish market of derivatives, 22nd International Symposium on Forecasting, Dublin (Ireland). 24-26 June 2002.