Variance disparity and market frictions (Q2294445)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variance disparity and market frictions |
scientific article; zbMATH DE number 7165916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance disparity and market frictions |
scientific article; zbMATH DE number 7165916 |
Statements
Variance disparity and market frictions (English)
0 references
11 February 2020
0 references
economic uncertainty
0 references
illiquidity
0 references
asymmetric information
0 references
implied variance
0 references
VIX derivative
0 references
0 references
0 references
0 references
0.7138407230377197
0 references
0.707909345626831
0 references
0.7063368558883667
0 references
0.7026339173316956
0 references
0.6994606852531433
0 references
