quantiles_vol_cv_and_vix_diff_stata.csv
Creators:
Konstantinos Metaxoglou
;
Aaron Smith
From the dataset abstract
We develop a set of statistics to represent the option-implied stochastic discount factor and we apply them to S&P 500 returns between 1990 and 2012. Our statistics, which we call...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f126265b-8de4-44d2-af3a-4d4113c20dde/resource/9c0b5d7c-df0d-425c-b4e0-991574484e7f/download/quantiles_vol_cv_and_vix_diff_stata.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
