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Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00456186" target="_blank" >RIV/67985556:_____/16:00456186 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11230/16:10321634

  • Result on the web

    <a href="http://dx.doi.org/10.1016/j.econmod.2016.01.014" target="_blank" >http://dx.doi.org/10.1016/j.econmod.2016.01.014</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.econmod.2016.01.014" target="_blank" >10.1016/j.econmod.2016.01.014</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression

  • Original language description

    The literature studying stock index options confirms severe biases and inefficiencies in using implied volatility as a forecast of future volatility. In this paper, we revisit the implied-realized volatility relationship with wavelet band least squares (WBLS) exploring the long memory of volatility, a possible cause of the bias. Using the S/&P 500 and DAX monthly and bi-weekly option prices covering the recent financial crisis, we conclude that the implied-realized volatility relation is driven solely by the lower frequencies of the spectra representing long investment horizons. The findings enable improvement of future volatility forecasts as they support unbiasedness of implied volatility as a good proxy for future volatility in the long run.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Economic Modelling

  • ISSN

    0264-9993

  • e-ISSN

  • Volume of the periodical

    54

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    33

  • Pages from-to

    503-514

  • UT code for WoS article

    000374195900041

  • EID of the result in the Scopus database

    2-s2.0-84958756722