The continuous-time dynamics of VIX amid the recent market turmoil
Minqiang Li
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Minqiang |
| Published in: |
Financial markets and the global recession. - New York, NY : Nova Science Publ., ISBN 978-1-60741-921-1. - 2010, p. 201-222
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation | 1990-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009614250