The skewness index : uncovering the relationship with volatility and market returns
Elyas Elyasiani, Luca Gambarelli and Silvia Muzzioli
| Year of publication: |
2021
|
|---|---|
| Authors: | Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia |
| Subject: | fear index | greed index | returns | Skewness index | volatility index | Volatilität | Volatility | Aktienindex | Stock index | Index-Futures | Index futures | Index | Index number | Kapitaleinkommen | Capital income | Indexberechnung | Index construction |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1884837 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012589497