Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537)
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scientific article; zbMATH DE number 7470690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach |
scientific article; zbMATH DE number 7470690 |
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Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (English)
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8 February 2022
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cross-market approach
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endogenous Markov-switching
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implied volatility index
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VIX
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VKOSPI
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