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~person:"Bernales, Alejandro"
~person:"Bollerslev, Tim"
~person:"Degiannakis, Stavros"
~type_genre:"Non-commercial literature"
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Forecasting VIX: the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
2
Learning to smile : can rational learning explain predictable dynamics in the
implied
volatility
surface?
Bernales, Alejandro
;
Guidolin, Massimo
-
2015
-
This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
Saved in:
3
Can we forecast the
implied
volatility
surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
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