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The jump component of S&P 500 volatility and the VIX index
Becker, Ralf; Clements, Adam; McClelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Cover Image
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf; Clements, Adam E.; Mcclelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1038
Persistent link: https://www.econbiz.de/10008235110
Cover Image
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam E.; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2550
Persistent link: https://www.econbiz.de/10007757871
Cover Image
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf; Clements, Adam E.; McClelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1039
Persistent link: https://www.econbiz.de/10008892228