Volatilite Endeksleri: Gelişimi, Türleri, Uygulamaları ve TRVIX Önerisi

Author:

Telçeken Niyazi,Kıyılar Murat,Kadıoğlu Eyüp

Publisher

Ekonomi Politika ve Finanas Arastirmalari Dergisi

Reference43 articles.

1. A VIX for Canada (2010), Montreal Exchange-Canadian Derivatives Exchange. Retrieved from https://www.m-x.ca/f_publications_en/vixc_presentation_en.pdf.

2. Areal, B. C., & Pinho, N. M. (2008). FTSE-100 implied volatility index. SSRN Electronic Journal, 1-64. http://dx.doi.org/10.2139/ssrn.1102135

3. Bo Zhang, V. (2010). Daily value-at-risk models at financial crisis period: Evidence in Australia (Master’s thesis, Auckland Technology University). Retrieved from https://pdfs.semanticscholar.org/1bd1/b13 122b820fe171b5a0ce7da919301ace097.pdf?_ga=2.253130432.839631439.1566860833-1495184010.1 540767630

4. Brenner, M., & Galai, D. (1989). New financial instruments for hedging changes in volatility. Financial Analysts Journal, 45(4), 61-65. Retrieved from https://www.jstor.org

5. Chicago Board Options Exchange [CBOE] (2009). The CBOE Volatility Index [VIX Wixwhite paper]. Retrieved from https://www.optionseducation.org/referencelibrary/white-papers/page-assets/ vixwhite.aspx.

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