Trading VIX on volatility forecasts : another volatility puzzle?
Stavros Degiannakis, Panagiotis Delis, George Filis, George Giannopoulos
| Year of publication: |
February 2025
|
|---|---|
| Authors: | Degiannakis, Stavros ; Delis, Panagiotis ; Filis, George ; Giannopulos, Geōrgios A. |
| Publisher: |
Athens : Bank of Greece |
| Subject: | Stock market implied volatility | volatility forecasts | trading profit | HAR model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | ARCH-Modell | ARCH model |
freely available