Volatility Jumps (Q3089154): Difference between revisions
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Revision as of 21:49, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Jumps |
scientific article |
Statements
Volatility Jumps (English)
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24 August 2011
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activity index
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jump risk premium
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leverage effect
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stochastic volatility
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VIX index
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