Volatility forecasts, trading volume, and the ARCH versus option-implied  volatility trade-off
By: Glen Donaldson and Mark Kamstra.
Contributors: Kamstra, Mark.; Federal Reserve Bank of Atlanta.
Series: Working paper series / Federal Reserve Bank of Atlanta ;; 2004-6; Working paper series (Federal Reserve Bank of Atlanta : Online) ;; 2004-6.
Publisher: Federal Reserve Bank of Atlanta
Published: 2004
Place of publication: [Atlanta]
Language: eng
Format: Electronic resource
Subjects: Stock price forecasting.; Econometric modeling.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Sept. 24, 2004).
"March 2004."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.