Justifying the Volatility of S&P 500 Daily Returns

By Hayden Brown

Published 2024-03-02

Everscope rating

1328.1

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Theoretical analysis with empirical validation. Problem types: Time Series Analysis, Volatility Modeling.

arXiv:2403.01088 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.