Risk-return relationship for stock-market investments : a study of the implied volatility index of Japan (VXJ)
Year of publication: |
January-March 2018
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Authors: | Narwal, Karam Pal ; Sheera, Ved Pal ; Mittal, Ruhee ; Soriya, Sushila |
Published in: |
South Asian journal of management : SAJM. - Hyderabad : AMDISA, ISSN 0971-5428, ZDB-ID 2446149-0. - Vol. 25.2018, 1, p. 64-82
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Subject: | Japan | Volatility index | Quantile regression | Stock markets | Implied volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienindex | Stock index | Börsenkurs | Share price | Index | Index number | Risiko | Risk |
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