Title
The Information Content of Canadian Implied Volatility Indexes: The efficacy of BlackScholes implied volatility and modelfree ,Used
Delivery time: 8-12 business days (International)
This book compares the efficacy of BlackScholes implied volatility with modelfree implied volatility in providing volatility forecasts in the framework of Canadian S&P/TSX 60 stock index option. Insample volatility forecasts show that both MVX and VIXC significantly improve the fit of a GJRGARCH(1,1) model. However, VIXC dominates MVX for predicting future volatility. Outofsample volatility forecasts also indicate that VIXC outperforms MVX for the 1, 5, 10, and 22day forecasting horizons. we also investigate the predictive power between VIXC and alternative volatility forecasts derived from historical index prices.We find that for time horizons lesser than 10trading days, VIXC provides more accurate forecasts. However, for longer time horizons, the historical volatilities, particularly the random walk, provide better forecasts.
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⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.
For more information, please visit www.P65Warnings.ca.gov.
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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
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To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
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Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.