Is the VIX Just Volatility? The Devil is in the (De)tails
Ballotta, L. 
ORCID: 0000-0002-2059-6281 (2024).
Is the VIX Just Volatility? The Devil is in the (De)tails.
Wilmott, 2024(130),
doi: 10.54946/wilm.12022
Abstract
Last year marked twenty years since the redesign of the 'Fear Index' shifting its focus to OTM options on the S&P500. Two decades on this change in emphasis still raises interesting implications
| Publication Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance Q Science > QA Mathematics |
| Departments: | Bayes Business School Bayes Business School > Finance |
| SWORD Depositor: |
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Official URL: http://dx.doi.org/10.54946/wilm.12022
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