Implied volatility indices : a review
Year of publication: |
2021
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Authors: | Fassas, Athanasios P. ; Siriopoulos, Costas |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 79.2021, p. 303-329
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Subject: | Implied volatility indices | Quantile regression | Realized volatility | Risk-return relationship | VIX | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index | Index number | Index-Futures | Index futures |
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