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Details for article 25 of 194 found articles
| Title: |
A study of financial volatility forecasting techniques in the FTSE/ASE 20 index |
| Author: |
Maris, K. Pantou, G. Nikolopoulos, K. PagourtzI, E. Assimakopoulos, V. |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 11 (2004) nr. 7 pages 453-457 |
| Year: |
2004-06-10 |
| Contents: |
Forecasting financial market volatility is an important task that has absorbed the interest of many academics in the late twentieth and early twenty-first centuries. This strong interest of the academic world reflects the importance of volatility in several financial and business activities. Volatility forecast, crucially affects investment choice and is the most important parameter affecting prices of market listed options, of which trading volume has proliferated in the last years. The purpose of this article is to compare various volatility forecasting approaches using data on the Greek FTSE/ASE 20 stock index. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 25 of 194 found articles
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