Implicit expectiles and measures of implied volatility (Q4619525)
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scientific article; zbMATH DE number 7013647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit expectiles and measures of implied volatility |
scientific article; zbMATH DE number 7013647 |
Statements
Implicit expectiles and measures of implied volatility (English)
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6 February 2019
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implied volatility
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VIX index
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expectiles
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interexpectile difference
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