Narrow search
Showing 1 - 10 of 10,142
Cover Image
Volatility Control Indices
Kahl, Christian - 2015
This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices
Persistent link: https://www.econbiz.de/10013010458
Cover Image
The interrelation between Baltic Dry Index a practical economic indicator and emerging stock market indices
Manoharan, M.; Visalakshmi, S. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10012041992
Cover Image
Using the Volatility Index (VIX) as a trading indicator
Dolvin, Steven D.; Foltice, Bryan - In: The journal of beta investment strategies 14 (2023) 4, pp. 81-91
Persistent link: https://www.econbiz.de/10014536650
Cover Image
Using the Volatility Index (VIX) as a Trading Indicator
Dolvin, Steven D.; Foltice, Bryan - 2023
alternative approach that employs changes in the volatility index (i.e., VIX) as a trading indicator and test a variety of …
Persistent link: https://www.econbiz.de/10014350478
Cover Image
Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index
Bandopadhyaya, Arindam; Jones, Anne Leah - In: Journal of business & economics research 6 (2008) 8, pp. 27-34
Persistent link: https://www.econbiz.de/10003778964
Cover Image
Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Cover Image
VCRIX : a volatility index for crypto-currencies
Kim, Alisa; Trimborn, Simon; Härdle, Wolfgang - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013254312
Cover Image
VCRIX - A Volatility Index for Crypto-Currencies
Kim, Alisa - 2020
financial tools to crypto-currencies. While the CRIX index offered the first scientifically-backed proxy to the cryptomarket … market for cryptocurrencies. Following the intuition of the "fear index" VIX for the American stock market, the VCRIX … volatility index was created to capture the investor expectations about the crypto-currency ecosystem. VCRIX is built based on …
Persistent link: https://www.econbiz.de/10012846988
Cover Image
A mean-difference test based on self-normalization for alternating regime index data sets
Kim, Bo Gyeong; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509216
Cover Image
Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak; Padhi, Puja - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 216-228
Persistent link: https://www.econbiz.de/10011420288