Implied volatility as a forecast for future volatility : evidence from european market

Mestrado em Finanças

Bibliographic Details
Main Author: Belchior, Diogo Francisco Ferreira (author)
Format: masterThesis
Language:eng
Published: 2016
Subjects:
Volatilidade Implícita
Opções sobre Índices
Previsão de Volatilidade
Eficiência de Mercado
Implied volatility
Index options
Volatility forecasting
Market efficiency
Online Access:http://hdl.handle.net/10400.5/10866
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/10866

Internet

http://hdl.handle.net/10400.5/10866

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