Why is VIX a fear gauge?

DOI10.3233/RDA-170123zbMATH Open1409.91229OpenAlexW2620910066MaRDI QIDQ3119650

Peter Carr

Publication date: 12 March 2019

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-170123

zbMATH Keywords

volatilityVIXfear gauge

Mathematics Subject Classification ID

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