Non-Linear Properties of the VIX Index (pages 16-24)
L. Magafas (Department of Electrical Engineering, Eastern Macedonia and Thrace Institute of Technology, Kavala, Greece), M. Hanias (Department of Electronics, Computers, Telecommunications, and Control, Faculty of Physics, University of Athens, Athens, Greece), A. Tavlatou (Department of Electrical Engineering, Eastern Macedonia and Thrace Institute of Technology, Kavala, Greece), P. Kostantaki (Department of Electrical Engineering, Eastern Macedonia and Thrace Institute of Technology, Kavala, Greece)