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://jda-test.zbw.eu/dataset/2fb0c030-b730-4064-8a1a-9f2a7a041285/resource/0c39f8fd-365e-4f64-93ca-495355f72082/download/quantiles_vol_cv_and_vix_diff_stata.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
