Breaking VIX at Open : Evidence of Uncertainty Creation and Resolution
Year of publication: |
2019
|
---|---|
Authors: | Jiang, George J. |
Other Persons: | Zhu, Dongming (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Volatilität | Volatility | Schätzung | Estimation | Strukturbruch | Structural break |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 16, 2019 erstellt |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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