A study of financial volatility forecasting techniques in the FTSE/ASE 20 index

Maris, K; Pantou, G; Nikolopoulos, K; Pagourtzi, E; Assimakopoulos, V

dc.contributor.author	Maris, K	en
dc.contributor.author	Pantou, G	en
dc.contributor.author	Nikolopoulos, K	en
dc.contributor.author	Pagourtzi, E	en
dc.contributor.author	Assimakopoulos, V	en
dc.date.accessioned	2014-03-01T01:19:49Z
dc.date.available	2014-03-01T01:19:49Z
dc.date.issued	2004	en
dc.identifier.issn	1350-4851	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/15722
dc.subject	Indexation	en
dc.subject	Volatility Forecasting	en
dc.subject.classification	Economics	en
dc.subject.other	financial market	en
dc.subject.other	forecasting method	en
dc.subject.other	market conditions	en
dc.subject.other	Eurasia	en
dc.subject.other	Europe	en
dc.subject.other	Greece	en
dc.subject.other	Southern Europe	en
dc.title	A study of financial volatility forecasting techniques in the FTSE/ASE 20 index	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/1350485042000189532	en
heal.identifier.secondary	http://dx.doi.org/10.1080/1350485042000189532	en
heal.language	English	en
heal.publicationDate	2004	en
heal.abstract	Forecasting financial market volatility is an important task that has absorbed the interest of many academics in the late twentieth and early twenty-first centuries. This strong interest of the academic world reflects the importance of volatility in several financial and business activities. Volatility forecast, crucially affects investment choice and is the most important parameter affecting prices of market listed options, of which trading volume has proliferated in the last years. The purpose of this article is to compare various volatility forecasting approaches using data on the Greek FTSE/ASE 20 stock index. © 2004 Taylor and Francis Ltd.	en
heal.publisher	ROUTLEDGE TAYLOR & FRANCIS LTD	en
heal.journalName	Applied Economics Letters	en
dc.identifier.doi	10.1080/1350485042000189532	en
dc.identifier.isi	ISI:000222590000012	en
dc.identifier.volume	11	en
dc.identifier.issue	7	en
dc.identifier.spage	453	en
dc.identifier.epage	457	en