Estimation with volatility indexes. And the winner is ..

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Marcos Escobar‐Anel, Lars Stentoft, Siming Tang

DOI: 10.2139/ssrn.6065906

Cited by: 0

References: 12

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

References 12