Implied volatility index for the Norwegian equity market-Reference-Cited by-同舟云学术

Implied volatility index for the Norwegian equity market

Published:2016-10 Issue: Volume:47 Page:133-141
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Bugge Sebastian A.,Guttormsen Haakon J.,Molnár Peter,Ringdal Martin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

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2. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Review of Economics and Statistics,2007

3. Modeling and forecasting realized volatility;Andersen;Econometrica,2003

4. Detecting multiple breaks in financial market volatility dynamics;Andreou;Journal of Applied Econometrics,2002

5. Beyond merton's utopia (i): Effects of non-norMality and dependence on the precision of variance estimates using high-frequency financial data;Bai,2001

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