Pages that link to "Item:Q4619525"
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The following pages link to Implicit expectiles and measures of implied volatility (Q4619525):
Displaying 16 items.
- Implied volatility and skewness surface (Q1621628) (← links)
- The role of news-based implied volatility among US financial markets (Q1782289) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
- Implicit quantiles and expectiles (Q2151639) (← links)
- Market implied volatilities for defaultable bonds (Q2327695) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES (Q4673853) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- (Q5143089) (← links)
- Asymptotics of Forward Implied Volatility (Q5250047) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- Implied value-at-risk and model-free simulation (Q6549615) (← links)