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Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.

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Title: Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.
Authors: Clements, Adam1 (AUTHOR), Liao, Yin2 (AUTHOR) yin.liao@mq.edu.au, Tang, Yusui3 (AUTHOR) tangyusui666@my.swjtu.edu.cn
Source: Journal of Forecasting. Jan2022, Vol. 41 Issue 1, p86-99. 14p.
Database: Mathematics Source
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An: 153951367
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.
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  Data: <searchLink fieldCode="AR" term="%22Clements%2C+Adam%22">Clements, Adam</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Liao%2C+Yin%22">Liao, Yin</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> yin.liao@mq.edu.au</i><br /><searchLink fieldCode="AR" term="%22Tang%2C+Yusui%22">Tang, Yusui</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> tangyusui666@my.swjtu.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Forecasting%22">Journal of Forecasting</searchLink>. Jan2022, Vol. 41 Issue 1, p86-99. 14p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=153951367
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1002/for.2797
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 14
        StartPage: 86
    Titles:
      – TitleFull: Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.
        Type: main
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            NameFull: Clements, Adam
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            NameFull: Liao, Yin
      – PersonEntity:
          Name:
            NameFull: Tang, Yusui
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            – D: 01
              M: 01
              Text: Jan2022
              Type: published
              Y: 2022
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              Value: 41
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              Value: 1
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            – TitleFull: Journal of Forecasting
              Type: main
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