S&P volatility, VIX, and asymptotic volatility estimates
Yosef Bonaparte, Arjun Chatrath, Rohan Christie-David
| Year of publication: |
2023
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|---|---|
| Authors: | Bonaparte, Yosef ; Chatrath, Arjun ; Christie-David, Rohan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-5
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| Subject: | Asymptotic distribution theory | Realized volatility | VIX | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103392 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014286751