Work

Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach

Year: 2019

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2019.06.001

Author: Kais Tissaoui

Institutions: Tunis University, University of Ha'il, Tunis El Manar University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2950195117

FWCI: 3.688

Cites: 42

Cited by: 22

Related to: 10