Which explains an equity index's return better, the change in its own implied volatility or that for a broader index?
Susana Yu and Dean Leistikow
| Year of publication: |
2009
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|---|---|
| Authors: | Yu, Susana ; Leistikow, Dean |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 7.2009, 3, p. 66-80
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| Subject: | Volatilität | Volatility | Aktienindex | Stock index | Index-Futures | Index futures | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003874377