The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500
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More about this item
KeywordsRange-based volatilities; GJR-based volatility forecasting; VIX index; SPA test;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
StatisticsAccess and download statistics
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