As described by Robert Whaley in his paper The Investor Fear Gauge (2000), the VIX represents the ATM volatility for the S&P 100 (OEX) index.
1 The GARCH(1,1) equation forecasts volatility using two optimized coefficients, alpha and beta, and three values--an estimate of the previous day's variance, r 2 ; the long-run variance, V; and the previous day's forecast, s2 t .
In alternative estimates, they obtain ?
NET's predefined constants. The following is an example call to MsgBox: Sub Main() Dim myResponse As MsgBoxResult myResponse = MsgBox(Continue?
We often act on what we believe to be the best set of rules.
Thus, the influence of business groups on the structure of trade, as predicted by a monopolistic competition with multi-product companies, is supported by this empirical evidence. 22 In addition, it turns out that there are multiple equilibria in the structure of business groups: an economy can have a small number of large business groups, charging high prices for intermediates sold to other groups; or a larger number of smaller groups, charging lower prices for the sale of intermediates.
floor ( dblStockPrice ) Log() Returns the natural logarithm of x dblRate ¼ Math.