"Eirola, Juuso" - Selaus tekijän mukaanPro gradu -tutkielmat ja diplomityöt
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The forecasting performance of implied volatility : Does the level of volatility matter?
Eirola, Juuso (24.05.2021)
Pro gradu -tutkielmaThis thesis examines the forecasting accuracy of implied volatility and investigates whether the expected volatility of implied volatility or the market volatility level affects the forecasting performance. Therefore, the ...