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Search: subject:"Component volatility structure"
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Forecasting the Volatility Index with a realized measure, volatility components and dynamic jumps
Wu, Xinyu
;
Wang, Yuyao
- In:
Journal of risk : JOR
26
(
2024
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10015651857
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Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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