@article{202411.0320,
	doi = {10.20944/preprints202411.0320.v1},
	url = {https://doi.org/10.20944/preprints202411.0320.v1},
	year = 2024,
	month = {November},
	publisher = {Preprints},
	author = {Ayush Jha and Abootaleb Shirvani and Svetlozar T. Rachev and Frank J. Fabozzi},
	title = {Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in the Financial Markets},
	journal = {Preprints}
}