Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility futures"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
investment strategies
2
volatility futures
2
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
1
VIX futures
1
VIX index
1
Volatility
1
Volatilität
1
efficient risk and return measures
1
implied volatility
1
realized volatility
1
returns forecasting
1
rolling forecasting
1
volatility
1
volatility exposure
1
volatility risk premium
1
volatility term structure
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Undetermined
1
Author
All
Bilyk, Oleh
1
Jablecki, Juliusz
1
Kokoszczynski, Ryszard
1
Sakowski, Pawel
1
Sakowskia, Paweł
1
Slepaczuk, Robert
1
Wojcik, Piotr
1
Ślepaczuka, Robert
1
more ...
less ...
Published in...
All
Dynamic Econometric Models
1
Working papers
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investing in VIX futures based on rolling GARCH models forecasts
Bilyk, Oleh
;
Sakowskia, Paweł
;
Ślepaczuka, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322122
Saved in:
2
Does historical VIX term structure contain valuable information for predicting VIX futures?
Jablecki, Juliusz
;
Slepaczuk, Robert
;
Kokoszczynski, Ryszard
- In:
Dynamic Econometric Models
14
(
2014
),
pp. 5-28
has significant predictive power for
volatility
futures
and index futures and we use this feature to design simple …
Persistent link: https://www.econbiz.de/10011272573
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
