VIX Index Return Prediction Model: MF-DMA and HAR-RV
MF-DMA and HAR-RV: The paper introduces a model that uses global trading information of SP 500 Index to predict VIX index return, emphasizing the need for analyzing high-frequency price data globally.
Featured in No. 20 on 12 Oct 2023 · 32 days after release
- Released
- 10 Sep 2023
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4598740
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