Does VIX Truly Measure Return Volatility? (Q5139449)
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scientific article; zbMATH DE number 7283252
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does VIX Truly Measure Return Volatility? |
scientific article; zbMATH DE number 7283252 |
Statements
Does VIX Truly Measure Return Volatility? (English)
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9 December 2020
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implied volatility
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VIX
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\textit{ex ante} moments
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