Essays about: "the CBOE Volatility Index"

Showing result 11 - 11 of 11 essays containing the words the CBOE Volatility Index.

1. 11. 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