25. 2. 2022
Tomáš Plíhal: Forecasting Day-ahead Expected Shortfall on the EUR/USD Exchange Rate: The (I)relevance of Implied Volatility (Seminář z cyklu MUES)
The seminar will be streamed online on MS Teams: Link
Abstract: The existing literature provides mixed results on the usefulness of implied volatility for managing risky assets, while evidence with respect...