查看“VIX指数”的源代码

==参考文献==

*Brenner, Menachem, and Galai, Dan. "[http://people.stern.nyu.edu/mbrenner/research/FAJ_articleon_Volatility_Der.pdf New Financial Instruments for Hedging Changes in Volatility]," Financial Analysts Journal, July/August 1989.
*Brenner, Menachem, and Galai, Dan.  "[http://people.stern.nyu.edu/mbrenner/research/JOD_article_of_Vol_Index_Computation.pdf Hedging Volatility in Foreign Currencies]," The Journal of Derivatives, Fall, 1993.
*"Amex Explores Volatility Options," [http://people.stern.nyu.edu/mbrenner/research/IFR_report_on_Brenner-Galai_Sigma_Index.pdf International Financing Review], August 8, 1992.
*Black, Keith H. "Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis." The Journal of Trading. (Spring 2006).
*Connors, Larry. "A Volatile Idea." Futures (July  1999): p.&nbsp;36—37.
*Connors, Larry. "Timing Your S&P Trades with the VIX." Futures (June 2002): pp.&nbsp;46–47.
*Copeland, Maggie. "Market Timing: Style and Size Rotation Using the VIX." Financial Analysts Journal, (Mar/Apr 1999); pp.&nbsp;73–82.
*Daigler, Robert T., and Laura Rossi. "A Portfolio of Stocks and Volatility." The Journal of Investing. (Summer 2006).
*Fleming, Jeff, Barbara Ostdiek, and Robert E. Whaley, "Predicting Stock Market Volatility: A New Measure," The Journal of Futures Markets 15 (May 1995), pp.&nbsp;265–302.
*Hulbert, Mark, [http://online.barrons.com/article/SB50001424052748703464104576616983309689062.html "The Misuse of the Stock Market's Fear Index,"] Barron's, October 7, 2011.
*Moran, Matthew T., "Review of the VIX Index and VIX Futures.," Journal of Indexes, (October/November 2004). pp.&nbsp;16–19.
*Moran, Matthew T. and Srikant Dash. "VIX Futures and Options: Pricing and Using Volatility Products to Manage Downside Risk and Improve Efficiency in Equity Portfolios." The Journal of Trading. (Summer 2007).
*Szado, Ed. "VIX Futures and Options—A  Case Study of Portfolio Diversification During the 2008 Financial Crisis." (June 2009).
*Tan, Kopin. "The ABCs of VIX." Barron's (Mar 15, 2004): p. MW16.
*Tracy, Tennille. "Trading Soars on Financials As Volatility Index Hits Record." Wall Street Journal. (Sept.  30, 2008) pg. C6.
*Whaley, Robert E., "Derivatives on Market Volatility: Hedging Tools Long Overdue," The Journal of Derivatives 1 (Fall 1993), pp.&nbsp;71–84.
*Whaley, Robert E., "The Investor Fear Gauge," The Journal of Portfolio Management 26 (Spring 2000), pp.&nbsp;12–17.
*Whaley, Robert E., "Understanding the VIX." The Journal of Portfolio Management 35 (Spring 2009), pp.&nbsp;98–105.
*[http://www.actuariesindia.org/downloads/souvenir/2014/ActuaryIndiaMarch2014.pdf VOLATILITY INDEX DEMYSTIFIED : FROM MEASURE OF UNCERTAINTY TO AN ASSET CLASS (Page 45)]