Cross-sectional volatility index as a proxy for the VIX in an Asian market
Year of publication: |
2017
|
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Authors: | Fadzil, Futeri Jazeilya Md ; O’Hara, John G. ; Wing Lon Ng |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 5.2017, 1, p. 1-15
|
Subject: | cross-sectional volatility index | proxy VIX | idiosyncratic risk | GARCH forecast volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienindex | Stock index | Schätzung | Estimation | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2017.1364011 [DOI] hdl:10419/194712 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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