The informational content of implied volatility : application to the USD/JPY exchange rates

Qing Peng, Jie Li, Yu Zhao, Han Wu

Year of publication:	2021
Authors:	Peng, Qing ; Li, Jie ; Zhao, Yu ; Han, Wu
Published in:	Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 76.2021, p. 1-12
Subject:	GARCH-Type models \| JYVIX \| Volatility forecast \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| ARCH-Modell \| ARCH model \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Informationswert \| Information value

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