Forecasting volatility and market returns using the CBOE Volatility Index and its options
Year of publication: |
2021
|
---|---|
Authors: | Stanley, Spencer T. ; Trainor, William J. |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 10.2021, 3, p. 65-77
|
Subject: | Volatility Index (VIX) | VIX options | smirks | volatility forecasting | market timing | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienindex | Stock index | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
-
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A., (2016)
-
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan, (2017)
-
Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance, (2021)
- More ...
-
Funding status projections for southern public teaching pension plans
Trainor, William J., (2008)
-
A lesson on market timing : how students fail to beat the past
Trainor, William J., (2008)
-
Performance measurement of high yield bond mutual funds
Trainor, William J., (2010)
- More ...