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Search: subject:"VIX forecasting"
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Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
Volatility
6
Volatilität
6
VIX forecasting
5
ARCH model
4
ARCH-Modell
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Aktienindex
2
Realized EGARCH
2
Realized measure
2
Stock index
2
Theorie
2
Theory
2
Aktienmarkt
1
Capital market returns
1
China
1
Chinese stock market
1
Component volatility structure
1
GARCH(1,1)
1
GARCH-type models
1
GJR GARCH
1
Heston-Nandi GARCH
1
High frequency data
1
Kapitalmarktrendite
1
Mixed data sampling
1
MoP strategy
1
Observable dynamic jumps
1
Option trading
1
Optionsgeschäft
1
Out-of-sample one-day VIX forecasting
1
Risikoaversion
1
Risikoprämie
1
Risk aversion
1
Risk premium
1
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Undetermined
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English
6
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Qiao, Gaoxiu
4
Wu, Xinyu
2
Cui, Wanmei
1
Guo, Shuxin
1
He, Qizhi
1
Jiang, Gongyue
1
Li, Weiping
1
Liang, Chao
1
Liu, Li
1
Liu, Qiang
1
Ma, Xuekun
1
Pan, Yijun
1
Xie, Haibin
1
Yang, Jiyu
1
Zhao, An
1
Zhou, Yijie
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The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
1
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ECONIS (ZBW)
6
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1
Volatility of volatility and
vix
forecasting
: new evidence based on jumps, the short-term and long-term volatility
Qiao, Gaoxiu
;
Cui, Wanmei
;
Zhou, Yijie
;
Liang, Chao
-
2025
Persistent link: https://www.econbiz.de/10015376387
Saved in:
2
Synthesized jumps and
VIX
forecasting
: spillover effects from Chinese stock market
Qiao, Gaoxiu
;
Ma, Xuekun
;
Jiang, Gongyue
;
Pan, Yijun
-
2024
Persistent link: https://www.econbiz.de/10015075569
Saved in:
3
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
4
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
Saved in:
5
VIX
forecasting
based on GARCH-type model with observable dynamic jumps : a new perspective
Qiao, Gaoxiu
;
Yang, Jiyu
;
Li, Weiping
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012632195
Saved in:
6
VIX
forecasting
and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
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