SSRNOther
Overnight Bias in VIX1D Index
A study finds an overnight bias in the VIX1D index, suggesting data filtering and revising the calculation method to improve its reliability for risk assessment in financial markets.
Featured in No. 34 on 23 Jan 2024 · 46 days after release
- Released
- 8 Dec 2023
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 166
- Identifier
- SSRN 4702437
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