Implied volatility indices: A review and extension in the Turkish case
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference22 articles.
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2. Which implied volatilities contain more information? Evidence from China;International Journal of Finance & Economics;2023-01-03
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4. The Relationship between Investors’ Risk Appetite Index and Fear Indices: An Empirical Application with ARDL in Turkey;Ekonomi, Politika & Finans Araştırmaları Dergisi;2022-09-30
5. Construction of a volatility index from exchange-traded dollar–rupee options;Journal of Indian Business Research;2022-05-20
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