Non-Linear Properties of the VIX Index
Year of publication: |
2017
|
---|---|
Authors: | Magafas, L. ; Hanias, M. ; Tavlatou, A. ; Kostantaki, P. |
Published in: |
International Journal of Productivity Management and Assessment Technologies (IJPMAT). - IGI Global, ISSN 2160-9845, ZDB-ID 2703600-5. - Vol. 5.2017, 2 (01.07.), p. 16-24
|
Publisher: |
IGI Global |
Subject: | Chaos Theory | Prediction | Time Series | Volatility |
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