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An OWA analysis of the VSTOXX volatility index
Gambarelli, Luca
;
Muzzioli, Silvia
;
De Baets, Bernard
-
2022
Persistent link: https://www.econbiz.de/10013258699
Saved in:
2
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
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