超越傳統 VIX：識別金融市場不確定性衝擊的新方法
本文提出了一種基於雙重次級常態逆高斯 Lévy 過程和風險回報率的新方法，用於識別金融市場中的不確定性衝擊，並證明其比僅依賴 VIX 或其時變波動性的傳統方法更有效。
伝統的なVIXを超えて：金融市場における不確実性ショックを特定するための新しいアプローチ：リスク報酬比率と二重従属正規逆ガウス・レヴィ過程の活用
本稿では、S&P 500オプション価格に二重従属正規逆ガウス（NIG）レヴィ過程を適用することで、従来のVIXを超える、より包括的なボラティリティ指標であるVVIXを構築し、金融市場における不確実性ショックを特定するための新しいアプローチを提示する。
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