Volatility jumps (Q3089154)
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scientific article; zbMATH DE number 5942133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Volatility jumps |
scientific article; zbMATH DE number 5942133 |
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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0.8599019050598145
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0.8310414552688599
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0.8295708298683167
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0.821779191493988
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