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ARCH model 1 ARCH-Modell 1 Aktienindex 1 Forecasting model 1 GARCH 1 Index futures 1 Index-Futures 1 Prognoseverfahren 1 Stock index 1 VIX index 1 Volatility 1 Volatilität 1 investment strategies 1 rolling forecasting 1 volatility 1 volatility exposure 1 volatility futures 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Bilyk, Oleh 1 Sakowskia, Paweł 1 Ślepaczuka, Robert 1
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Did you mean: person:"ślepaczuk, Robert" (83 results)
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Investing in VIX futures based on rolling GARCH models forecasts
Bilyk, Oleh; Sakowskia, Paweł; Ślepaczuka, Robert - 2020
Persistent link: https://www.econbiz.de/10012322122
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