Testing the predictive ability of corridor implied volatility under GARCH models (Q2419785)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the predictive ability of corridor implied volatility under GARCH models |
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Testing the predictive ability of corridor implied volatility under GARCH models (English)
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4 June 2019
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corridor implied volatility
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GARCH models
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model-free implied volatility
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Black-Scholes implied volatility
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