VIX Forecasting Illusion
The paper uses daily volatility measures to forecast stock market volatility, finding inconsistent results with different evaluation metrics.
Featured in No. 41 on 20 Mar 2024 ·
- Released
- 30 Jun 2023
- First featured
- No. 41 · 20 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4764857
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