Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/203800 
Year of Publication: 
2018
Series/Report no.: 
Serie Documentos de Trabajo No. 659
Publisher: 
Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA), Buenos Aires
Subjects: 
Realized volatility
expectedvolatility
volatilitypremium
regime switching
excessreturns
hiddenmarkovmodel
VIX
JEL: 
C1
C3
N2
G11
Document Type: 
Working Paper

Files in This Item:
File
Size
881.85 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.