Can technical indicators based on underlying assets help to predict implied volatility index
Shi Yafeng, Yanlong Shi, Ying Tingting
| Year of publication: |
2024
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|---|---|
| Authors: | Shi, Yafeng ; Shi, Yanlong ; Ying, Tingting |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 1, p. 57-74
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| Subject: | copula | derivatives | implied volatility | tail dependence | technical indicator | VaR | Volatilität | Volatility | Derivat | Derivative | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Index | Index number | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22464 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475424