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Search: subject:"cross-sectional volatility index"
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GARCH forecast volatility
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cross-sectional volatility index
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idiosyncratic risk
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proxy VIX
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Fadzil, Futeri Jazeilya Md
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Ng, Wing Lon
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Wing Lon Ng
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Cross-sectional
volatility
index
as a proxy for the VIX in an Asian market
Fadzil, Futeri Jazeilya Md
;
O'Hara, John G.
;
Ng, Wing Lon
- In:
Cogent Economics & Finance
5
(
2017
)
1
,
pp. 1-15
We present a
cross-sectional
volatility
index
(CSV) applied to an Asian market as an alternative to the VIX. One …
Persistent link: https://www.econbiz.de/10011988784
Saved in:
2
Cross-sectional
volatility
index
as a proxy for the VIX in an Asian market
Fadzil, Futeri Jazeilya Md
;
O’Hara, John G.
;
Wing Lon Ng
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-15
We present a
cross-sectional
volatility
index
(CSV) applied to an Asian market as an alternative to the VIX. One …
Persistent link: https://www.econbiz.de/10011884520
Saved in:
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