On the relationship between implied volatility index and realized return volatility
Year of publication: |
April 2015
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Authors: | Shaikh, Imlak |
Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 41.2015, 1, p. 225-235
|
Subject: | Implied Volatility | Realized Volatility | India VIX | Forward-looking | GJR-GARCH | Risk Metrics | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Indien | India | Aktienindex | Stock index | Index-Futures | Index futures |
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