Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools

Creators: Bamberger, Burkhard and Fahling, Ernst J. and Steurer, Elmar and Ulbig, Manuel
Title: Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools
Item Type: Article
Projects: ILR
Journal or Publication Title: Journal of Financial Risk Management : JFRM
Page Range: pp. 315-322
Date: January 2019
Divisions: Wirtschaftswissenschaften
Citation:

Bamberger, Burkhard and Fahling, Ernst J. and Steurer, Elmar and Ulbig, Manuel (2019) Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools. Journal of Financial Risk Management : JFRM, 8 (4). pp. 315-322. ISSN 2167-9541

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