Forecasting the Volatility of Nikkei 225 Futures
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DOI: 10.1002/fut.21847
Abstract: For forecasting volatility of futures returns, the paper proposes an indirect method based on the relationship between futures and the underlying asset for the returns and time-varying volatility. For volatility forecasting, the paper considers the… read more here.
Keywords: volatility nikkei; volatility; nikkei 225; 225 futures ... See more keywords