On the relationship between implied volatility index and realized return volatility
Imlak Shaikh
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Shaikh, Imlak |
| Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 41.2015, 1, p. 225-235
|
| Subject: | Implied Volatility | Realized Volatility | India VIX | Forward-looking | GJR-GARCH | Risk Metrics | Volatilität | Volatility | Indien | India | Index-Futures | Index futures | ARCH-Modell | ARCH model | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011420602