Structural Decomposition Of Vix Spikes And Their Implications For Equity Market Dynamics

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Authors: Fabio La Manna
Cited by: 0
References: 7

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Financial Markets and Investment Strategies

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint