Related references
Note: Only part of the references are listed.Generalized correlation and kernel causality with applications in development economics
Hrishikesh D. Vinod
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2017)
The VIX, the variance premium and stock market volatility
Geert Bekaert et al.
JOURNAL OF ECONOMETRICS (2014)
Modeling and predicting the CBOE market volatility index
Marcelo Fernandes et al.
JOURNAL OF BANKING & FINANCE (2014)
Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
Shurong Zheng et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2012)
Predicting regime switches in the VIX index with macroeconomic variables
N. Baba et al.
APPLIED ECONOMICS LETTERS (2011)
Expected Stock Returns and Variance Risk Premia
Tim Bollerslev et al.
REVIEW OF FINANCIAL STUDIES (2009)
Understanding the VIX
Robert E. Whaley
JOURNAL OF PORTFOLIO MANAGEMENT (2009)
Share Paper
