Allen, David Edmund; McAleer, Michael; Powell, Ronan; … - Facultad de Ciencias Económicas y Empresariales, … - 2012
This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacic). We explore the relationship between the S&P500 daily continuously compounded return...
