The VIX, the variance premium and stock market volatility (Q473230)
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scientific article; zbMATH DE number 6372053
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| English | The VIX, the variance premium and stock market volatility |
scientific article; zbMATH DE number 6372053 |
Statements
The VIX, the variance premium and stock market volatility (English)
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24 November 2014
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option implied volatility
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realized volatility
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VIX
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variance risk premium
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risk aversion
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stock return predictability
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risk-return trade-off
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economic uncertainty
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financial instability
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0.8124068975448608
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0.7954860329627991
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0.7856723666191101
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0.7813923358917236
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0.7760064005851746
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