Open AccessA Model of Plausible, Severe and Useful Stress Scenarios for VIX Shocks
Author(s) -
ZiYi Guo
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3013786
Subject(s) - stress (linguistics) , econometrics , economics , environmental science , climatology , geology , philosophy , linguistics
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