Fat tails, serial dependence, and implied volatility index connections
type: Item
instance of: scholarly article
title: Fat tails, serial dependence, and implied volatility index connections
zbMATH Open document ID: 1490.91235
author: Michael Ellington
published in: European Journal of Operational Research
publication date: 2022-02-23T00:00:00Z
Mathematics Subject Classification ID: 91G45
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 7479773
zbMATH Keywords: network analysis
zbMATH Keywords: implied volatility indices
zbMATH Keywords: fat tails
zbMATH Keywords: serial dependence
describes a project that uses: TSA
MaRDI profile type: Publication
full work available at URL: j.ejor.2021.09.038
OpenAlex ID: W3136636229
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DOI: 10.1016/J.EJOR.2021.09.038
description: scientific article; zbMATH DE number 7479773