Essays about: "Fredrik Reuterhäll"

Found 1 essay containing the words Fredrik Reuterhäll.

  1. 1. Forecast quality of the Swedish Volatility Index

    University essay from Företagsekonomiska institutionen

    Author : Fredrik Reuterhäll; [2005]
    Keywords : ;

    Abstract : 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