Discover how the Cboe SKEW Index assesses market volatility and perceived tail-risk in the S&P 500, despite its limitations as a predictive tool.
Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 82, No. 1 (May 2020), pp. 34-69 (36 pages) Existing methods for estimating the parameters of the Growth Curve Model (GCM) rely on the ...
Implied volatilities fell across asset classes last week on softer than expected CPI and easing trade tensions. Read more ...
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