The role of news-based implied volatility among US financial markets (Q1782289)
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scientific article; zbMATH DE number 6939381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of news-based implied volatility among US financial markets |
scientific article; zbMATH DE number 6939381 |
Statements
The role of news-based implied volatility among US financial markets (English)
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20 September 2018
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news-based implied volatility
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financial markets
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long-term volatility
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predictability
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0.83100444
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0.81701124
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0.8169435
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0.81413174
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0.8139317
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