Time-frequency information transmission among financial markets: evidence from implied volatility (Q6547073)
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scientific article; zbMATH DE number 7856465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-frequency information transmission among financial markets: evidence from implied volatility |
scientific article; zbMATH DE number 7856465 |
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Time-frequency information transmission among financial markets: evidence from implied volatility (English)
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30 May 2024
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implied volatility
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time-frequency
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rolling window wavelet correlation
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hedging effectiveness
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