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Search: subject:"Implied volatility forecasting"
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Disaggregating VIX
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2025
Persistent link: https://www.econbiz.de/10015197246
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Forecasting VIX: the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
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2023
Persistent link: https://www.econbiz.de/10014338590
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Forecasting VIX : the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
- In:
Economics and Business Letters : EBL
12
(
2023
)
3
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pp. 231-240
Persistent link: https://www.econbiz.de/10014448444
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