Conference paper information

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 June 2002

Summary:
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Keywords: No disponible / Not available

Publication date: 2002-06-24.

Citation:
C. Maté, A. Oliva, 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.