Predicting regime switches in the VIX index with macroeconomic variables
N. Baba and Y. Sakurai
| Year of publication: |
2011
|
|---|---|
| Authors: | Baba, Naohiko ; Sakurai, Yuji |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 13/15, p. 1415-1419
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | USA | United States | 1990-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009347993