The S\&P 500 index as a Sato process travelling at the speed of the VIX (Q2889585)
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scientific article; zbMATH DE number 6043659
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| English | The S\&P 500 index as a Sato process travelling at the speed of the VIX |
scientific article; zbMATH DE number 6043659 |
Statements
The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (English)
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8 June 2012
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quadratic variation options
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VGSSD process
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independent beta variates
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0.7458447813987732
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0.7393362522125244
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0.7387047410011292
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0.7337326407432556
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0.7316343188285828
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