Tech Indicators & Implied Volatility Index
The article discusses how technical indicators based on underlying assets can enhance the accuracy of forecasting errors in implied volatility indexes, improving Value at Risks estimation.
Featured in No. 34 on 23 Jan 2024 · on release day
- Released
- 23 Jan 2024
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 13
- Identifier
- RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).