Results 211 to 220 of about 2,929 (231)

The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation

European Financial Management, 2017
Simon Lalancette, Jean-Guy Simonato
exaly  

Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?

International Review of Financial Analysis, 2020
Jiqian Wang, Feng Ma
exaly  

Long‐term dynamics of the VIX index and its tradable counterpart VXX

Journal of Futures Markets, 2019
Peter Molnár
exaly  

Volatility as an asset class: Holding VIX in a portfolio

Journal of Futures Markets, 2020
James S Doran
exaly  

Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index

Review of Derivatives Research, 2022
exaly  

Thoughts on the VIX Fear Index

2013
openaire   +1 more source

Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

CFA Digest, 2010
openaire   +1 more source

An Investigation of the Lead-Lag Relationship between the VIX Index and VIX Futures on the S&P500

SSRN Electronic Journal, 2012
openaire   +1 more source

Improving prediction efficiency of Chinese stock index futures intraday price by VIX-Lasso-GRU Model

Expert Systems With Applications
Lexin Fang, Caiming Zhang, Chang Xu
exaly  

Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options

Quantitative Finance, 2018
Jean-Pierre Fouque, Yuri F Saporito
exaly