Volatility Indexes seem to point to the Past
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KeywordsVolatility; Prediction; EU Accounting Standards; IAS; Correlation; GARCH; Derivatives;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- H83 - Public Economics - - Miscellaneous Issues - - - Public Administration
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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