Volatility forecasting : the role of internet search activity and implied volatility
Year of publication: |
2020
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Authors: | Basistha, Arabinda ; Kurov, Alexander ; Halova Wolfe, Marketa |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 14.2020, 1, p. 35-63
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Subject: | volatility forecasting | realized volatility | implied volatility | internet search activity | Google Trends search volume index | information | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Internet | Suchmaschine | Search engine | Informationsverhalten | Information behaviour |
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