Publication | Closed Access
VIX term structure forecasting: New evidence based on the realized semi-variances
17
Citations
44
References
2022
Year
Forecasting MethodologyVolatility ModelingEconomic ForecastingEngineeringAsset PricingFinancePredictive AnalyticsNew EvidenceEconometricsBusinessForecastingFinancial ForecastVector AutoregressionStatisticsTime Series Econometrics
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