{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,9]],"date-time":"2026-06-09T08:21:23Z","timestamp":1780993283834,"version":"3.54.1"},"reference-count":2,"publisher":"SAGE Publications","issue":"2","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["RDA"],"published-print":{"date-parts":[[2017,5,31]]},"DOI":"10.3233\/rda-170123","type":"journal-article","created":{"date-parts":[[2017,6,2]],"date-time":"2017-06-02T15:39:14Z","timestamp":1496417954000},"page":"179-185","source":"Crossref","is-referenced-by-count":25,"title":["Why is VIX a fear gauge?"],"prefix":"10.1177","volume":"6","author":[{"given":"Peter","family":"Carr","sequence":"first","affiliation":[{"name":"NYU Tandon School of Engineering, 12 MetroTech Brooklyn, NY 11201, USA. E-mail:\u00a0pc73@nyu.edu"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"179","reference":[{"key":"10.3233\/RDA-170123_ref1","doi-asserted-by":"publisher","first-page":"319","DOI":"10.1146\/annurev.financial.050808.114304","article-title":"Volatility derivatives","volume":"1","author":"Carr","year":"2009","journal-title":"Annual Review of Financial Economics"},{"key":"10.3233\/RDA-170123_ref2","doi-asserted-by":"publisher","first-page":"19","DOI":"10.1080\/713665549","article-title":"Optimal positioning in derivative securities","volume":"1","author":"Carr","year":"2001","journal-title":"Quantitative Finance"}],"container-title":["Risk and Decision Analysis"],"original-title":[],"link":[{"URL":"https:\/\/content.iospress.com\/download?id=10.3233\/RDA-170123","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T04:41:13Z","timestamp":1777610473000},"score":1,"resource":{"primary":{"URL":"https:\/\/journals.sagepub.com\/doi\/full\/10.3233\/RDA-170123"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,5,31]]},"references-count":2,"journal-issue":{"issue":"2"},"URL":"https:\/\/doi.org\/10.3233\/rda-170123","relation":{},"ISSN":["1875-9173","1569-7371"],"issn-type":[{"value":"1875-9173","type":"electronic"},{"value":"1569-7371","type":"print"}],"subject":[],"published":{"date-parts":[[2017,5,31]]}}}