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A tale of two indices
Peter Carr, Liuren Wu
Finance and Risk Engineering
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Keyphrases
Volatility Index
100%
Chicago
83%
Motivation
16%
De-facto
16%
Stock Market Volatility
16%
Option Price
16%
VIX Options
16%
Historical Behavior
16%
VIX Futures
16%
Futures Exchange
16%
Economics, Econometrics and Finance
Futures Exchange
14%