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Forecasting volatility with the VIX index: is it worthwhile?
Forecasting volatility with the VIX index: is it worthwhile?
2016
A Bongiovanni
P De Vincentiis
Eleonora Isaia
Keywords:
Volatility smile
Volatility swap
Macroeconomics
Autoregressive conditional heteroskedasticity
Volatility (finance)
Financial economics
Forward volatility
Economics
Econometrics
Correction
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