VIX forecast under different volatility specifications
Year of publication: |
June 2017
|
---|---|
Authors: | Wang, Ying ; Wong, Hoi Ying |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 24.2017, 2, p. 131-148
|
Subject: | Stochastic volatility | GARCH | DSARV | Continuous SV | VIX | Forecast | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price |
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