Fat tails, serial dependence, and implied volatility index connections (Q2077951)
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scientific article; zbMATH DE number 7479773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fat tails, serial dependence, and implied volatility index connections |
scientific article; zbMATH DE number 7479773 |
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Fat tails, serial dependence, and implied volatility index connections (English)
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23 February 2022
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network analysis
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implied volatility indices
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fat tails
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serial dependence
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