Results 201 to 210 of about 2,929 (231)

Measuring the Volatility Spread of VIX Index on Borsa Istanbul

2022
With the financial integration in today’s conditions, we see that the world stock markets are affected by each other quickly. In particular, the stock markets of developed countries influence the stock markets of developing countries. This situation is of great importance in the risk-taking capacity of individual and institutional investors in their ...
SAĞLAM, Kübra, KARĞIN, Mahmut
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Pricing volatility options under stochastic skew with application to the VIX index

The European Journal of Finance, 2014
In recent years there has been a remarkable growth of volatility options. In particular, VIX options are among the most actively trading contracts at CBOE. These options exhibit upward sloping volatility skew and the shape of the skew is largely independent of the volatility level.
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Using the Volatility Index (VIX) As a Trading Indicator

The Journal of Beta Investment Strategies, 2023
Steven Dolvin, Bryan Foltice
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The role of VIX index as investor fear gauge

2018
Αυτή η διατριβή επικεντρώνεται στο δείκτη VIX, ο οποίος ονομάζεται επίσης μέτρο φόβου των επενδυτών. Ο δείκτης VIX είναι ένας δείκτης μεταβλητότητας που εκφράζει τις προσδοκίες της αγοράς σχετικά με την μεταβλητότητα των επόμενων 30 ημερών. Έχει δημιουργηθεί από το CBOE το 1993.
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Monitoring anomaly for time series of volatility index(VIX)

Journal of the Korean Data And Information Science Society, 2022
Min-Jo Kim, Sangyeol Lee
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Do VIX futures contribute to the valuation of VIX options?

Journal of Futures Markets, 2022
Chen Tong, Zhuo Huang, Tianyi Wang
exaly  

Forecasting spikes in the CBOE VIX Index

2022
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Research on the Efficacy of the iVIX Index Based on VIX Pricing

Emerging Markets Finance and Trade, 2023
Wenli Huang, Nan Zhang, Yong Chen, Yueling Xu   +3 more
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VIX option‐implied volatility slope and VIX futures returns

Journal of Futures Markets, 2022
Jungah Yoon, Xinfeng Ruan, Jin E Zhang
exaly  

VIX Index

2015
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