VIX and stock market volatility predictability : a new approach
Zhichao Liu, Jing Liu, Qing Zeng, Lan Wu
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Zhichao ; Liu, Jing ; Zeng, Qing ; Wu, Lan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-5
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| Subject: | Realized volatility | Threshold | VIX | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102887 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013460221