Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods

Guglielmo Maria Caporale and Daria Teterkina

Year of publication:	April 2019
Authors:	Caporale, Guglielmo Maria ; Teterkina, Daria
Publisher:	[Uxbridge] : Brunel University London, Department of Economics and Finance
Subject:	option-implied volatility \| ARCH-type models \| mixed strategies \| Volatilität \| Volatility \| Aktienindex \| Stock index \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Optionspreistheorie \| Option pricing theory \| Großbritannien \| United Kingdom

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