S&P Volatility, VIX, and Asymptotic Volatility Estimates
Year of publication: |
[2022]
|
---|---|
Authors: | Christie-David, Rohan Anthony ; Bonaparte, Yosef ; Chatrath, Arjun |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Börsenkurs | Share price |
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