## Abstract This study investigates whether the newly cultivated platform of volatility derivatives has altered the volatility of the underlying S&P500 index. The findings suggest that the onset of the volatility derivatives trading has lowered the volatility of both the cash market volatility and
β¦ LIBER β¦
On the volatility of volatility
β Scribed by Stephen D.H. Hsu; Brian M. Murray
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 587 KB
- Volume
- 380
- Category
- Article
- ISSN
- 0378-4371
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