Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent

ISSN Print: 2152-7245
ISSN Online: 2152-7261
www.scirp.net/journal/me
E-mail: [email protected]

Citations

"Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent"
written by Michele Anelli, Michele Patanè, Stefano Zedda,
published by Modern Economy, Vol.14 No.5, 2023

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