@article{beyondthetraditionalvixanovelapproach,
  title = {Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets},
  author = {Ayush Jha and Abootaleb Shirvani and Svetlozar T. Rachev and Frank J. Fabozzi},
  year = {2024},
  eprint = {2411.02804},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2411.02804v1},
}