VIX forecast under different volatility specifications (Q1627811)
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scientific article; zbMATH DE number 6987741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VIX forecast under different volatility specifications |
scientific article; zbMATH DE number 6987741 |
Statements
VIX forecast under different volatility specifications (English)
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3 December 2018
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stochastic volatility
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GARCH
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DSARV
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continuous SV
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VIX
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forecast
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