Projects funded by the NCN
Analysis of volatility term structure based on VIX futures. Implications of volatility fluctuations for behaviour of other asset classes
2011/03/B/HS4/02298
Keywords:
Descriptors:
- HS4_6: Financial markets, international finance, public finance
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski, Wydział Nauk Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 5
Call: OPUS 2 - announced on 2011-09-15
Amount awarded: 301 000 PLN
Project start date (Y-m-d): 2012-08-09
Project end date (Y-m-d): 2014-08-08
Project duration:: 24 months (the same as in the proposal)
Project status: Project settled