Pages that link to "Item:Q2077951"
From MaRDI portal
The following pages link to Fat tails, serial dependence, and implied volatility index connections (Q2077951):
Displaying 3 items.
- Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)