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, Dublín (Irlanda). 24-26 junio 2002

Resumen:
No disponible / Not available

Palabras clave: No disponible / Not available

Fecha de publicación: junio 2002.

Cita:
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, Dublín (Irlanda). 24-26 junio 2002.