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The fear of fear in the US stock market : changing characteristics of the VVIX
Albers, Stefan - In: Finance research letters 55 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014473327
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The daily rise and fall of the VIX1D : causes and solutions of its overnight bias
Albers, Stefan; Kestner, Lars N. - In: Finance research letters 62 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10014530970