Volatility index data for Brazil and United States
Published: 27 April 2020| Version 1 | DOI: 10.17632/dbm35zrkfb.1
Contributor:Edson Zambon Monte
These data represent the volatility index data for Brazil and United States, from 06/10/2011 to 30/10/2019. The data source was the Chicago Board Options Exchange (www.cboe.com).
Financial Time Series Analysis, Long-Memory Process