The jump component of S&P 500 volatility and the VIX index
Ralf Becker; Adam E. Clements; Andrew McClelland
| Year of publication: |
2009
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam ; McClelland, Andrew |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 6, p. 1033-1038
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Volatilität | Volatility | USA | United States | 1990-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003841865