S&P volatility, VIX, and asymptotic volatility estimates
Year of publication: |
2023
|
---|---|
Authors: | Bonaparte, Yosef ; Chatrath, Arjun ; Christie-David, Rohan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-5
|
Subject: | Asymptotic distribution theory | Realized volatility | VIX | Volatilität | Volatility | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
-
Wang, Jying-Nan, (2014)
-
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya, (2018)
-
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun, (2018)
- More ...
-
The Government Legislative Index and Stock Market Outcomes
Bonaparte, Yosef, (2020)
-
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef, (2022)
-
The Macroeconomic News Cycle and Uncertainty Resolution
Chatrath, Arjun, (2006)
- More ...