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~institution:"Econometric Society"
~institution:"London School of Economics (LSE)"
~person:"Becker, Ralf"
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THREE-POINT VOLATILITY SMILE C...
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information
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realized volatility
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volatility forecasts
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Becker, Ralf
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Forward looking information in S&P 500
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White, Scott I
;
Becker, Ralf
;
Clements, Adam E
-
Econometric Society
-
2004
model based forecasts using a variety of volatility models. The VIX index, constructed from S&P 500
options
data is the …
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