Forecasting VIX : the illusion of forecast evaluation criteria
Stavros Degiannakis, Eleftheria Kafousaki
| Year of publication: |
2023
|
|---|---|
| Authors: | Degiannakis, Stavros ; Kafousaki, Eleftheria |
| Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 12.2023, 3, p. 231-240
|
| Subject: | Implied volatility forecasting | objective-based evaluation criteria | realized volatility measures | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17811/ebl.12.3.2023.231-240 [DOI] hdl:11159/652773 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448444