Pages that link to "Item:Q4957243"
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The following pages link to On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243):
Displaying 5 items.
- Implicit quantiles and expectiles (Q2151639) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Risk perception and equity returns: evidence from the SPX and VIX (Q2870074) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)