%0 Journal Article %1 Xekalaki2005 %A Xekalaki, Evdokia %A Degiannakis, Stavros %D 2005 %J Computational Statistics & Data Analysis %K ARCH models %N 2 %P 611--629 %T Evaluating volatility forecasts in option pricing in the context of a simulated options market %U http://www.sciencedirect.com/science/article/B6V8V-4CVR99K-1/1/379ae41fd309812eadba533e940f4be3 %V 49

@article{Xekalaki2005, added-at = {2008-04-23T14:55:19.000+0200}, author = {Xekalaki, Evdokia and Degiannakis, Stavros}, biburl = {https://www.bibsonomy.org/bibtex/2853ba1e5f484b253fa2d4b3775ca8940/smicha}, day = 30, interhash = {81702d1e820e262c009abccb5b3027ac}, intrahash = {853ba1e5f484b253fa2d4b3775ca8940}, journal = {Computational Statistics \& Data Analysis}, keywords = {ARCH models}, month = Apr, number = 2, pages = {611--629}, timestamp = {2008-04-23T14:57:28.000+0200}, title = {Evaluating volatility forecasts in option pricing in the context of a simulated options market}, url = {http://www.sciencedirect.com/science/article/B6V8V-4CVR99K-1/1/379ae41fd309812eadba533e940f4be3}, volume = 49, year = 2005 }