VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty

Ehud I. Ronn

Year of publication:	2024
Authors:	Ronn, Ehud I.
Published in:	Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 191-197
Subject:	Informativeness of financial market \| VIX as a measure of market nervousness/uncertainty \| Volatilität \| Volatility \| Finanzmarkt \| Financial market \| Optionsgeschäft \| Option trading \| Stochastischer Prozess \| Stochastic process \| Börsenkurs \| Share price

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