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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~person:"Alexiou, Lykourgos"
~person:"Das, Debojyoti"
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Aktienindex
Volatility
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The journal of futures markets
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Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
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