Implied volatility and predictability of GARCH models

Vivek Rajvanshi (Assistant Professor, Indian Institute of Management Calcutta), Arijit Santra, Saunak Basu (PGDM Students, Indian Institute of Management Calcutta)

Year of publication:	March 2017
Authors:	Rajvanshi, Vivek ; Santra, Arijit ; Basu, Saunak
Publisher:	Calcutta : Indian Institute of Management Calcutta
Subject:	ARCH-Modell \| ARCH model \| Volatilität \| Volatility \| Kapitalmarktrendite \| Capital market returns \| Prognoseverfahren \| Forecasting model \| Indien \| India

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