Modelling the risk–return relation for the S&P 100 : the role of VIX
Angelos Kanas
| Year of publication: |
2012
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|---|---|
| Authors: | Kanas, Angelos |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 795-809
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| Subject: | S&P 100 | VIX | GARCH-M | Risk–return relation | Monte Carlo | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | EU-Staaten | EU countries |
| 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/10009545514