On the non-linear relationship between VIX and realized SP500 volatility
Year of publication: |
2017
|
---|---|
Authors: | Russon, Manuel G. ; Vakil, Ahmad F. |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 2, p. 200-206
|
Subject: | VIX | SP500 volatility | SP500 options | implied volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income |
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