Cary, Dayne; Van Vuuren, Gary - In: Cogent economics & finance 7 (2019) 1, pp. 1-21
This article tests whether a correlation exists between a stochastic synthetic volatility index (SVIX) and the Chicago Board Options Exchange (CBOE) volatility index (VIX) and assesses the success of the indicators’ application by pairing an undeveloped trading strategy to gauge its...