Essays about: "Fredrik Reuterhäll"
Found 1 essay containing the words Fredrik Reuterhäll.
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1. Forecast quality of the Swedish Volatility Index
University essay from Företagsekonomiska institutionenAbstract : In this paper, I investigate the forecasting power of implied volatility via a new volatility index for the Swedish stock market (SVIX). By implementing the same methodology as the new VIX index originated from CBOE, I examine the information content of implied volatility and appraise the forecast quality of SVIX using two methods. READ MORE
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