Irregularities in forward-looking volatility
Year of publication: |
2022
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Authors: | Qadan, Mahmoud ; Nisani, Doron ; Eichel, Ron |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 489-501
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Subject: | Seasonality | Calendar anomalies | ETNs | VIX | VIX futures | Volatility products | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income |
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