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Schlag, Christian; Thimme, Julian; Weber, Rüdiger - 2020 - This version: January 27, 2020

We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high …

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Siri, Julián R.; Serur, Juan A.; Dapena, José P. - 2017

Conventional financial theory considers ex-ante that risk, generally measured by the volatility, has to be …

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