Hitting SKEW for SIX
Year of publication: |
August 2017
|
---|---|
Authors: | Liu, Zhangxin ; Faff, Robert W. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 449-464
|
Subject: | Skewness index | Risk-neutral moments | SKEW | VIX | State-preference pricing | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Börsenkurs | Share price | Aktienindex | Stock index |
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