Sökning: "Fabio Antonio Cacia"
Hittade 1 uppsats innehållade orden Fabio Antonio Cacia.
1. Volatility Based Sentiment Indicators for Timing the Markets
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : VIX, published by the Chicago Board Options Exchange, is a well known implied volatility estimator. In this paper we assess its capability to be used as a sentiment indicator, and to give signals for a short term investment strategy. LÄS MER
Resultatsidor:
1