Fear estimation : evidence from BRICS and UK
Bikramaditya Ghosh, Corlise Le Roux and Rodica Ianole
| Year of publication: |
2021
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|---|---|
| Authors: | Ghosh, Bikramaditya ; Le Roux, Corlise L. ; Ianole, Rodica |
| Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 16.2021, 2, p. 99-111
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| Subject: | VIX | Fear Gauge | Generalized Method of Moments | Reverse Anchoring | BRICS-Staaten | BRICS countries | Momentenmethode | Method of moments | Volatilität | Volatility | Schätztheorie | Estimation theory |
| 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/10014285222