VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ehud I. Ronn
| Year of publication: |
2022
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|---|---|
| Authors: | Ronn, Ehud I. |
| Subject: | Informativeness of financial markets | VIX as a measure of market nervousness/uncertainty | Volatilität | Volatility | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091522500205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370987