Irregularities in forward-looking volatility

Mahmoud Qadan, Doron Nisani, Ron Eichel

Year of publication:	2022
Authors:	Qadan, Mahmoud ; Nisani, Doron ; Eichel, Ron
Published in:	The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 489-501
Subject:	Seasonality \| Calendar anomalies \| ETNs \| VIX \| VIX futures \| Volatility products \| Volatilität \| Volatility \| Kalendereffekt \| Calendar effect \| Saisonale Schwankungen \| Seasonal variations \| Börsenkurs \| Share price

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