Skip to content

aidan-jeong/VIX-Time-Series-Analysis

Repository files navigation

VIX-Time-Series-Analysis

Volatility Index Score Time Series Analysis

• A case study of time series analysis of modelling market volatility index (VIX) scores using sample time-series data by taking an approach of analyzing time-series data in the most recent volatility regime from the original monthly recorded VIX score time-series data from 1990-2019.

• An interpretative report on analysis results and further conceptual topic discussions were conducted on R via the Jupyter environment in a formal manner

About

Volatility Index Score Time Series Analysis

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published