On the Right Jump Tail Inferred from the VIX Market
Year of publication: |
[2021]
|
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Authors: | Li, Zhenxiong ; Yao, Xingzhi ; Izzeldin, Marwan |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 24, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3992943 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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