Auflistung nach Schlagwort "volatility of volatility"

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    • TickData 

      Unbekannter Autor
      For over 30 years, the world’s largest investment banks, asset managers, proprietary traders and universities have relied upon our historical intraday stock, futures, options and forex data to back-test trading strategies, ...

    • Volatility-of-Volatility Risk 

      Huang, Darien; Schlag, Christian; Shaliastovich, Ivan; Thimme, Julian (2018-05-01)
      We show that time-varying volatility of volatility is a significant risk factor which affects the cross-section and the time-series of index and VIX option returns, beyond volatility risk itself. Volatility and ...