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~subject:"India VIX"
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India VIX
RiskMetrics
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ARCH-Modell
8
GARCH
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ARCH model
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Volatility
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Volatilität
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Zeitreihenanalyse
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IVIX
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India
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Padhi, Puja
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Shaikh, Imlak
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Economic Change and Restructuring
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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The forecasting performance of implied volatility index : evidence from India VIX
Shaikh, Imlak
;
Padhi, Puja
- In:
Economic change and restructuring : empirical and …
47
(
2014
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10010479120
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2
The forecasting performance of implied volatility index: evidence from India VIX
Shaikh, Imlak
;
Padhi, Puja
- In:
Economic Change and Restructuring
47
(
2014
)
4
,
pp. 251-274
return volatility of various time horizon. The competing volatility forecasts are implied volatility,
RiskMetrics
and GJR …
Persistent link: https://www.econbiz.de/10011154923
Saved in:
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