Measuring and trading volatility on the US stock market : a regime switching approach

José P. Dapena, Juan A. Serur and Julián R. Siri

Year of publication:	[2018]
Authors:	Dapena, José P. ; Serur, Juan A. ; Siri, Julián R.
Publisher:	Buenos Aires, Argentina : Universidad del CEMA
Subject:	Realized volatility \| expectedvolatility \| volatilitypremium \| regime switching \| excessreturns \| hiddenmarkovmodel \| VIX \| Volatilität \| Volatility \| USA \| United States \| Markov-Kette \| Markov chain \| Aktienmarkt \| Stock market

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