Forecasting DAX Volatility: A Comparison of Time Series Models and Implied Volatilities
- Publication Type
- Doctoral thesis
- Authors
- Harald Weiß
- Year of publication
- 2017
- Pubisher
- Universität Hohenheim , Universität Hohenheim
Involved institutions
- Econometrics and Empirical Economics
- Faculty of Business, Economics and Social Sciences
- Institute of Economics