Timofey Bazhenov

affiliation not provided to SSRN

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Scholarly Papers (1)

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Forecasting Realized Volatility of Russian Stocks using Google Trends and Implied Volatility

Russian Journal of Industrial Economics, 12(1), 79-88, (2019)
Number of pages: 20 Posted: 24 May 2019
Timofey Bazhenov and Dean Fantazzini
affiliation not provided to SSRN and Moscow School of Economics, Moscow State University
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Abstract:

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forecasting, realized volatility, value-at-risk, implied volatility, google trends, GARCH, ARFIMA, HAR