Showing 1 - 10 of 543
Persistent link: https://www.econbiz.de/10001147090
Persistent link: https://www.econbiz.de/10000850440
Persistent link: https://www.econbiz.de/10001135998
Persistent link: https://www.econbiz.de/10006074790
A model-free methodology is used for the first time to estimate a daily volatility index (VIBEX-NEW) for the Spanish financial market.We use a public data set of daily option prices to compute this index and showthat daily changes in VIBEXNEW display a negative, tight contemporaneous...
Persistent link: https://www.econbiz.de/10009355561
Persistent link: https://www.econbiz.de/10001153671
Persistent link: https://www.econbiz.de/10011859196
Persistent link: https://www.econbiz.de/10009959196
Persistent link: https://www.econbiz.de/10001350105
Persistent link: https://www.econbiz.de/10005200425