Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Year of publication: |
2018
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Authors: | Ural, Mert ; Demireli, Erhan |
Published in: |
Financial studies. - Bucharest : [Verlag nicht ermittelbar], ISSN 2066-6071, ZDB-ID 2737729-5. - Vol. 22.2018, 1, p. 20-31
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Subject: | asymmetry | volatility | response to market innovation | Volatilität | Volatility | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/231656 [Handle] |
Classification: | C22 - Time-Series Models ; c58 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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