The information content in a volatility index for Spain
Year of publication: |
2011
|
---|---|
Authors: | Gonzalez-Perez, Maria ; Novales, Alfonso |
Published in: |
SERIEs. - Asociación Española de Economía - AEE. - Vol. 2.2011, 2, p. 185-216
|
Publisher: |
Asociación Española de Economía - AEE |
Subject: | Model-based volatility index | Model-free volatility index | Risk | Leverage effect | Forecasting volatility |
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