Volatility – ubiquitous, yet evasive?

dc.contributor.authorMare, Eben
dc.date.accessioned2016-09-13T04:53:04Z
dc.date.available2016-09-13T04:53:04Z
dc.date.issued2014
dc.description.abstractIn this article we discuss aspects of asset class volatility. We look specifically at the VIX index and some of its properties – VIX has become very popular in the media of late, especially with low historical levels being printed. We try to understand its implications.en_ZA
dc.description.departmentMathematics and Applied Mathematicsen_ZA
dc.description.librarianam2016en_ZA
dc.description.urihttp://www.Treasury-Management.comen_ZA
dc.identifier.citationMare, E 2014, 'Volatility – ubiquitous, yet evasive?', Southern African Treasurer, pp. 31-34.en_ZA
dc.identifier.urihttp://hdl.handle.net/2263/56725
dc.language.isoenen_ZA
dc.publisherTreasury Management Internationalen_ZA
dc.rightsReprinted from Treasury Management International (TMI). For more in-depth treasury insight and thought leadership please visit their website. http://www.Treasury-Management.comen_ZA
dc.subjectVolatilityen_ZA
dc.subjectVIX Indexen_ZA
dc.subjectMediaen_ZA
dc.subjectLow historical levelsen_ZA
dc.titleVolatility – ubiquitous, yet evasive?en_ZA
dc.typeArticleen_ZA

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