Trading VIX on volatility forecasts: another volatility puzzle?

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Keywords

Giannopoulos-G-56693-AAM
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@article{2b13b2695e5e4712a2c7d8cc4d2f68eb,

title = "Trading VIX on volatility forecasts: another volatility puzzle?",

keywords = "Accounting and finance",

author = "George Giannopoulos and Stavros Degiannakis and Panagiotis Delis and George Filis",

year = "2025",

month = feb,

day = "15",

doi = "10.1002/for.3257",

language = "English",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley and Sons Ltd",

}