The VIX Index : forecasting Power and Perfomance in a Risk Management Framework
Alessio Bongiovanni, Paola De Vincentiis, Eleonora Isaia
| Year of publication: |
luglio-dicembre 2016
|
|---|---|
| Authors: | Bongiovanni, Alessio ; De Vincentiis, Paola ; Isaia, Eleonora |
| Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 4.2016, 2, p. 129-144
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| Subject: | VIX | historical volatility | GARCH models | forecast ability | information content | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Aktienindex | Stock index | Börsenkurs | Share price | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12831/85433 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954500