The information content of implied volatility index (India VIX)
Year of publication: |
2013
|
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Authors: | Shaikh, Imlak ; Padhi, Puja |
Published in: |
Global business perspectives. - New York, NY : Springer, ISSN 2194-007X, ZDB-ID 2708005-5. - Vol. 1.2013, 4, p. 359-378
|
Subject: | Information content | IVIX | 2SLS | Instrumental variable | Measurement errors | Volatilität | Volatility | Informationswert | Information value | Indien | India | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory | Derivat | Derivative | Aktienindex | Stock index | ARCH-Modell | ARCH model | IV-Schätzung | Instrumental variables | Optionsgeschäft | Option trading |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1007/s40196-013-0025-4 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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