Modeling Asymmetric Volatility in the Chicago Board Options Exchange Volatility Index


Ural M., Demireli E.

Financial Studies, vol.22, no.1, pp.20-31, 2018 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 22 Issue: 1
  • Publication Date: 2018
  • Journal Name: Financial Studies
  • Journal Indexes: Other Indexes
  • Page Numbers: pp.20-31
  • Dokuz Eylül University Affiliated: Yes