Effectiveness of Short-Term Market Swings in Predicting Realized Volatility
The article assesses the new VIX1D volatility index's effectiveness in predicting short-term market fluctuations and realized volatility.
Featured in No. 30 on 20 Dec 2023 · on release day
- Released
- 20 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).