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Stock index volatility expectations implied by call options premia
Rindell, Krister, (1989)
Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak, (2014)
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram, (2015)
Portfolio insurance : a guide to dynamic hedging
Luskin, Donald L., (1988)