File:Screen Shot 2019-08-09 at 4.59.58 PM.png
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Summary
VIX daily distribution and fit to stable count distribution. A copy of Figure 7.1 from "A Theory of Asset Return and Volatility Under Stable Law and Stable Lambda Distribution" (Lihn, Stephen H.T., November 15, 2017). Available at SSRN: https://ssrn.com/abstract=3046732
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 21:14, 9 August 2019 | | 1,410 × 652 (134 KB) | Stevelihn (talk | contribs) | VIX daily distribution and fit to stable count distribution. A copy of Figure 7.1 from "A Theory of Asset Return and Volatility Under Stable Law and Stable Lambda Distribution" (Lihn, Stephen H.T., November 15, 2017). Available at SSRN: https://ssrn.com/abstract=3046732 |
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