Forecasting Volatility: An S&P 500 Case Study
An S&P 500 Case Study: The paper suggests that simple forecasts can effectively stabilize volatility in the SP 500 and Treasury bills, similar to complex models.
Featured in No. 76 on 27 Nov 2024 · 21 days after release
- Released
- 6 Nov 2024
- First featured
- No. 76 · 27 Nov 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 5013407
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