Day-of-the-week effect on the VIX : a parsimonious representation
Maria T. Gonzalez-Perez; David E. Guerrero
| Year of publication: |
2013
|
|---|---|
| Authors: | Gonzalez-Perez, Maria T. ; Guerrero, David E. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 243-260
|
| Subject: | Volatility index | Returns | Box-Cox transformation | Seasonality | Leverage effect | Volatilität | Volatility | Kalendereffekt | Calendar effect | Saisonale Schwankungen | Seasonal variations | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Index | Index number |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009779259