Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Volatility puzzles: a simple framework for gauging return-volatility regressions |
scientific article; zbMATH DE number 6591963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Volatility puzzles: a simple framework for gauging return-volatility regressions |
scientific article; zbMATH DE number 6591963 |
Statements
Volatility puzzles: a simple framework for gauging return-volatility regressions (English)
0 references
10 June 2016
0 references
leverage asymmetry
0 references
volatility feedback
0 references
implied volatility forecast
0 references
realized volatility
0 references
stochastic volatility model
0 references
instrument variable
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8678175
0 references
0.8623147
0 references
0.86057305
0 references
0.8602335
0 references
0.8568693
0 references
0.8554385
0 references
0.8529469
0 references
0 references
