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the top 20 export products (defined by the 2-digit Harmonized System codes) from the United States to Brazil, Russia …
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Konstantinidi et. al. state in their broad survey of Volatility-Index forecasting: "The question whether the dynamics of implied volatility indices can be predicted has received little attention". The overall result of this and the quoted papers is: The VIX is too a very limited extend (R2 is...
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