The VIX's term structure of individual active stocks
Mahmoud Qadan, Or David, Iyad Snunu, Kerem Shuval
| Year of publication: |
2024
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|---|---|
| Authors: | Qadan, Mahmoud ; David, Or ; Snunu, Iyad ; Shuval, Kerem |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 105036, p. 1-9
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| Subject: | Return predictability | Variance risk premium | VIX | Volatility index | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Optionsgeschäft | Option trading | Index | Index number | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491016