Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility

Documenti analoghi

• Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps
  di: Gongyue Jiang, et al.
  Pubblicazione: (2025)
• Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
  di: Zhiyu Guo, et al.
  Pubblicazione: (2024)
• Volatility Risk and Volatility‐of‐Volatility Risk: State‐Dependent Correlations Between VIX and the S&P 500 Stock Index and Hedging Effectiveness
  di: Leon Li, et al.
  Pubblicazione: (2025)
• Do Price Jumps Matter in Volatility Forecasts of US Treasury Futures?
  di: Xueer Zhang, et al.
  Pubblicazione: (2025)
• A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete?
  di: Stefan Albers
  Pubblicazione: (2025)