Higher-order volatility
Year of publication: |
2005-12-01
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Authors: | Carey, Alexander |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | higher-order volatility | higher-order moments | volatility smile | S&P 500 |
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Path-conditional forward volatility
Carey, Alexander, (2006)
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Higher-order volatility: dynamics and sensitivities
Carey, Alexander, (2006)
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Higher-order volatility: time series
Carey, Alexander, (2010)
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Higher-order volatility: time series
Carey, Alexander, (2010)
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Path-conditional forward volatility
Carey, Alexander, (2006)
-
Higher-order volatility: dynamics and sensitivities
Carey, Alexander, (2006)
- More ...