Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Year of publication: |
2007
|
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Authors: | Äijö, Janne |
Published in: |
Essays on macroeconomic news announcements and option-implied information. - Vaasa : Univ. Wasaensis, ISBN 978-952-476-185-7. - 2007
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Subject: | Volatilität | Volatility | Zinsstruktur | Yield curve | Aktienmarkt | Stock market | Derivat | Derivative | Deutschland | Germany | Marktintegration | Market integration | Index | Index number | Schweiz | Switzerland | Europa | Europe |
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