Figure 2. Inferred probabilities of regime1 for S&P 500 implied volatility index
(Model 4 of expected volatility levels)
Figure 3. Inferred probabilities of regime1 for Nikkei 225 implied volatility index
(Model 4 of expected volatility levels)
27
More intriguing information
1. Three Strikes and You.re Out: Reply to Cooper and Willis2. POWER LAW SIGNATURE IN INDONESIAN LEGISLATIVE ELECTION 1999-2004
3. Gianluigi Zenti, President, Academia Barilla SpA - The Changing Consumer: Demanding but Predictable
4. Studying How E-Markets Evaluation Can Enhance Trust in Virtual Business Communities
5. Inflation and Inflation Uncertainty in the Euro Area
6. The name is absent
7. Research Design, as Independent of Methods
8. The name is absent
9. CREDIT SCORING, LOAN PRICING, AND FARM BUSINESS PERFORMANCE
10. Income Mobility of Owners of Small Businesses when Boundaries between Occupations are Vague