The forecasting performance of implied volatility index: evidence from India VIX
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KeywordsInformation content; Ex-ante and ex-post volatility; IVIX; India VIX; RiskMetrics; Measurement error; 2SLS; C53; G14;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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