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The impact of the day-of-the-week on the VIX fear gauge
Mahmod Qadan
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peer-review
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Dive into the research topics of 'The impact of the day-of-the-week on the VIX fear gauge'. Together they form a unique fingerprint.
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Keyphrases
Fear Gauge
100%
Day-of-the-week Effect
50%
Volatility Index
50%
Fear Level
50%
S&P 500
50%
U.S. Data
50%
Futures Volatility
50%
High Fear
50%
Threshold ARCH
50%
Day-of-the-week Anomaly
50%
ARCH Model
50%
Economics, Econometrics and Finance
Volatility
100%
ARCH Model
50%
Calendar Effect
50%