Forecasting Financial Market Volatility

[Christian]

I'm not sure if this is the right forum because I'm not exactly recommending a book, but does anyone have A Practical Guide to Forecasting Financial Market Volatility by Ser-Huang Poon?

Here's a link to the amazon page: Amazon.com: A Practical Guide to Forecasting Financial Market Volatility (The Wiley Finance Series): Books: Ser-Huang Poon

If not, does anyone have any good papers other than the Goldman Sachs "Everything You Ever Wanted to Know About Volatility Swaps?" Thanks everyone, your help is much appreciated.

 

[Bastian Gross]

Hello Christian,

I've read this paper of

Kai Detlefsen and Wolfgang Härdle (HU Berlin, Germany)​

If you are interesting in calibration of vola swaps: Attaoui
​

I hope the paper helps you.​