The jump component of S&P 500 volatility and the VIX index

Ralf Becker; Adam E. Clements; Andrew McClelland

Year of publication:	2009
Authors:	Becker, Ralf ; Clements, Adam ; McClelland, Andrew
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 6, p. 1033-1038
Subject:	Aktienindex \| Stock index \| Index-Futures \| Index futures \| Volatilität \| Volatility \| USA \| United States \| 1990-2003

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