Quant Letter: November 2024, Week-1
Weekly (69th Edition)
ArXiv
Revised VIX for Uncertainty Shocks: The article presents a new method for detecting uncertainty shocks in financial markets by modifying the Volatility Index (VIX), resulting in a more precise volatility measure. (2024-11-05, shares: 9)
Short-maturity Options on Variance: The first article explores the calculation of short-term predictions for the p…
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