Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
By Eirini Konstantinidi, George Skiadopoulos, Emilia Tzagkaraki. 2008
176 citations recorded by the source corpus.
Subfields: Finance
View Paper: https://www.semanticscholar.org/paper/86514fb27043f6f6ad9b07cf3581de7134b60389
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In Finance
- Marcelo C. Medeiros
- Marcelo Fernandes
- Marcel Scharth
- Maria Pacurar
- George Filis
- Stavros Degiannakis *
- Michael Mcaleer
- Tetsuya Takaishi
Citations in the corpus
- Modeling and predicting the CBOE market volatility index (2014, methodology): “addition, forecasting the VIX index is a necessary step of any trading strategy employing VIX futures and options at the CBOE Futures Exchange either for trading volatility or for hedging purposes (Konstantinidi et al., 2008; Carr and Lee, 2009; Clements and Fuller, 2012).”