Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps
Year: 2025
Type: article
Source: Journal of Futures Markets
DOI: 10.1002/fut.70015
Authors: Gongyue Jiang, Gaoxiu Qiao, Chao Liang
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4412508889