Forecasting the variability of stock index returns with stochastic volatility models and implied volatility / Eugenie Hol, Siem Jan KoopmanForecasting the variability of stock index returns with stochastic volatility models and implied volatility / Eugenie Hol and Siem Jan KoopmanStock index volatility forecasting with high frequency data / Eugenie Hol and Siem Jan KoopmanStock index volatility forecasting with high frequency data / Eugenie Hol, Siem Jan KoopmanEmpirical studies on volatility in international stock markets / by Eugenie M.J.H. Hol
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Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements / Siem Jan Koopman, Borus Jungbacker, Eugenie HolForecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements / Siem Jan Koopman, Borus Jungbacker, Eugenie Hol