Investigating Dynamic Correlation in the International Implied Volatility Indexes
© 2018, Springer International Publishing AG, part of Springer Nature. This paper investigates dynamic interaction among international volatility indexes, consisting of VIX, VSTOXX, VDAX, VFTSE, VNVIXN, VHSI and VKOSPI. This paper also extends the multivariate normal distribution and multivariate st...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043998564&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58548 |
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| Institution: | Chiang Mai University |
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