VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Year of publication: |
2024
|
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Authors: | Ronn, Ehud I. |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 191-197
|
Subject: | Informativeness of financial market | VIX as a measure of market nervousness/uncertainty | Volatilität | Volatility | Finanzmarkt | Financial market | Börsenkurs | Share price | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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