The VIX and VXN volatility measures: Fear gauges or forecasts?

Author: Arak Marcelle  

Publisher: Palgrave Macmillan Ltd

ISSN: 1357-0927

Source: Derivatives Use, Trading Regulation, Vol.12, Iss.1, 2006-05, pp. : 14-27

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract