The VIX's term structure of individual active stocks

Mahmoud Qadan, Or David, Iyad Snunu, Kerem Shuval

Year of publication:	2024
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
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

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