Title of article :
Evaluating volatility forecasts in option pricing in the context of a simulated
options market
Author/Authors :
Evdokia Xekalaki، نويسنده , , Stavros Degiannakis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
ARCH models , Forecast volatility , Model selection , predictability , Standardized prediction errorciterion , option pricing
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
