Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537)
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scientific article; zbMATH DE number 7470690
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| English | Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach |
scientific article; zbMATH DE number 7470690 |
Statements
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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0.7202366590499878
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0.7063069939613342
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0.7057147026062012
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0.6981824040412903
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0.6979688405990601
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