the price index, allowing to treat the volatility parameter as the object of interest. The model can be estimated using …

expectation. The art price index is a smooth function of time and has a variability that is comparable to the volatility of stock …

the price index, allowing to treat the volatility parameter as the object of interest. The model can be estimated using …

formally known as the CBOE Volatility Index®.VIX is widely known as the “Fear Index” because it often increases when the stock …

Volatility index is a measure of markets expectation of volatility over the near-term. It is a forward looking … are a cause of concern for most investors. Thus, the volatility index helps them to keep track of market volatility and … that the US VIX is the most influential index. Therefore, this index should be closely observed by overseas regulatory …

Measures of productivity reveal large differences across producers even within narrowly defined industries. Traditional … measures of productivity, however, will associate differences in demand volatility to differences in productivity when …

. Furthermore, only the Eastern Europe hedge fund index demonstrates statistically significant volatility timing ability in the bond …