Browsing Norges Handelshøyskole by Author "Vagle, Martin"
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Fear and Forecasting in Scandinavia : Implied Volatility Indices for the Scandinavian Equity Markets
Kydland, Vebjørn; Vagle, Martin (Master thesis, 2023)This thesis investigates the use of the model-based and model-free implied volatility index methodologies in Scandinavia from 2018 to 2023, leading to the creation of a composite index for the region: SCANDI-VIX. It ...