Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no … options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment … strategies -- Predictive properties of the volatility term structure -- Conclusions -- List of gures -- List of tables …

financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …

higher) levels of volatility. These results provide a novel perspective on both the equity risk premium and excess volatility …

) levels of volatility. These results provide a novel perspective on both the equity risk premium and excess volatility puzzles …

) levels of volatility. These results provide a novel perspective on both the equity risk premium and excess volatility puzzles …