AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism
Year of publication: |
April 2017
|
---|---|
Authors: | Zheng, Zhenlong ; Jiang, Zhengyun ; Chen, Rong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 4, p. 374-410
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Terminmarkt | Derivatives market | China | 2015-2016 |
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