The information content in a volatility index for Spain
Maria T. Gonzalez-Perez () and
Alfonso Novales ()
SERIEs: Journal of the Spanish Economic Association, 2011, vol. 2, issue 2, 185-216
Keywords: Model-based volatility index; Model-free volatility index; Risk; Leverage effect; Forecasting volatility; C53; G13; G15 (search for similar items in EconPapers)
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