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S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S …
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formally known as the CBOE Volatility Index®.VIX is widely known as the “Fear Index” because it often increases when the stock …
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pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less …
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