Figure 4. Inferred probabilities of regime1 for S&P 500 implied volatility index
Figure 5. Inferred probabilities of regime1 for Nikkei 225 implied volatility index
(Model 5 of first differences in expected volatility)
28
More intriguing information
1. Yield curve analysis2. The name is absent
3. The name is absent
4. Midwest prospects and the new economy
5. The Role of State Trading Enterprises and Their Impact on Agricultural Development and Economic Growth in Developing Countries
6. The economic doctrines in the wine trade and wine production sectors: the case of Bastiat and the Port wine sector: 1850-1908
7. The name is absent
8. Qualification-Mismatch and Long-Term Unemployment in a Growth-Matching Model
9. The name is absent
10. ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY