Conditional dependence in post-crisis markets : dispersion and correlation skew trades

Oleg Sokolinskiy

Year of publication:	2020
Authors:	Sokolinskiy, Oleg
Subject:	Implied correlation \| Correlation risk premium \| Conditional dependence \| Basket options \| Dispersion trading \| Market segmentation \| QQQ \| Korrelation \| Correlation \| ARCH-Modell \| ARCH model \| Marktsegmentierung \| Portfolio-Management \| Portfolio selection \| Volatilität \| Volatility \| Risikoprämie \| Risk premium \| Theorie \| Theory \| Optionsgeschäft \| Option trading

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