Forecasting VIX: the illusion of forecast evaluation criteria

Stavros Degiannakis (Bank of Greece and Panteion University), Eleftheria Kafousaki (Panteion University)

Year of publication:	June 2023
Authors:	Degiannakis, Stavros ; Kafousaki, Eleftheria
Publisher:	Athens : Bank of Greece
Subject:	Implied volatility forecasting \| realized volatility measures \| objective-basedevaluation criteri \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Kapitaleinkommen \| Capital income \| Theorie \| Theory

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