The influence of shock signals on the change in volatility term structure (Q2324716)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of shock signals on the change in volatility term structure |
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The influence of shock signals on the change in volatility term structure (English)
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12 September 2019
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volatility term structure
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volatility index
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principal component analysis
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market shock
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S\&P 500 index
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