The forecasting performance of implied volatility index : evidence from India VIX
Imlak Shaikh; Puja Padhi
| Year of publication: |
2014
|
|---|---|
| Authors: | Shaikh, Imlak ; Padhi, Puja |
| Published in: |
Economic change and restructuring : empirical and policy research on the transitional and emerging economies. - Dordrecht [u.a.] : Springer, ISSN 1573-9414, ZDB-ID 2246521-2. - Vol. 47.2014, 4, p. 251-274
|
| Subject: | Information content | Ex-ante and ex-post volatility | IVIX | India VIX | RiskMetrics | Measurement error | 2SLS | Volatilität | Volatility | Indien | India | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Statistischer Fehler | Statistical error | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10010479120