VIX Christmas effect
Todd Feldman and Alan Jung
| Year of publication: |
2017
|
|---|---|
| Authors: | Feldman, Todd ; Jung, Alan |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 20.2017, 2, p. 65-75
|
| Subject: | Volatilität | Volatility | Kalendereffekt | Calendar effect | Feiertag | Holiday | Wertpapierhandel | Securities trading | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jai.2017.20.2.065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011759942