The skewness index : uncovering the relationship with volatility and market returns
Year of publication: |
2021
|
---|---|
Authors: | Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 31, p. 3619-3635
|
Subject: | fear index | greed index | returns | Skewness index | volatility index | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Indexberechnung | Index construction |
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