US implied volatility as a predictor of international returns
Mehmet F. Dicle
| Year of publication: |
2017
|
|---|---|
| Authors: | Dicle, Mehmet F. |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 4, p. 388-402
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| Subject: | diversification | implied volatility | VIX | forecasting | Volatilität | Volatility | USA | United States | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Diversifikation | Diversification | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2017.4.388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137841