Work

VIX Calculation Methodology: Mystifying or Mathematically Convoluted?

Year: 2010

Type: article

Source: The Journal of Trading

DOI: 10.3905/jot.2010.5.4.063

Author: Bani Arora

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1982970949

FWCI: 0.461

Cites:

Cited by: 1

Related to: 10