network profile
| bio | website | |
|---|---|---|
| location | Seattle, WA | |
| age | ||
| visits | member for | 1 year, 8 months |
| seen | May 21 at 19:28 | |
| stats | profile views | 10 |
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Oct 7 |
awarded | Scholar |
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Oct 7 |
accepted | Can VIX be interpreted as a proxy for instantaneous volatility? |
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Oct 4 |
comment |
Can VIX be interpreted as a proxy for instantaneous volatility? Got it. Still not sure why they just wouldn't use end-of-month VIX to estimate their model if long-run dynamics are the interest. They'd at least avoid using a proxy time series with an embedded MA component. |
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Oct 4 |
comment |
Can VIX be interpreted as a proxy for instantaneous volatility? @Beer4All: Thx for pointing this out. Makes sense if VIX is thought of as a 30-day-MA over future daily volatility |
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Oct 4 |
awarded | Supporter |
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Oct 3 |
revised |
Can VIX be interpreted as a proxy for instantaneous volatility? deleted 5 characters in body |
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Oct 3 |
awarded | Student |
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Oct 3 |
awarded | Editor |
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Oct 3 |
revised |
Can VIX be interpreted as a proxy for instantaneous volatility? added 253 characters in body |
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Oct 3 |
asked | Can VIX be interpreted as a proxy for instantaneous volatility? |
