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VIX daily distribution and fit to stable count distribution. A copy of Figure 7.1 from "A Theory of Asset Return and Volatility Under Stable Law and Stable Lambda Distribution" (Lihn, Stephen H.T., November 15, 2017). Available at SSRN: https://ssrn.com/abstract=3046732

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Date/TimeThumbnailDimensionsUserComment
current21:14, 9 August 2019Thumbnail for version as of 21:14, 9 August 20191,410 × 652 (134 KB)Stevelihn (talk | contribs)VIX daily distribution and fit to stable count distribution. A copy of Figure 7.1 from "A Theory of Asset Return and Volatility Under Stable Law and Stable Lambda Distribution" (Lihn, Stephen H.T., November 15, 2017). Available at SSRN: https://ssrn.com/abstract=3046732

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