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~institution:"Federal Reserve Bank of St. Louis"
~isPartOf:"Technovation : the international journal of technological innovation, entrepreneurship and technology management"
~isPartOf:"Working paper"
~person:"Guidolin, Massimo"
~subject:"Efficient market hypothesis"
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Modelling the MIB30 implied volatility surface : does efficiency matter?
Cassese, Gianluca
(
contributor
); …
-
2005
knowledge
, the only exception is Ncube (1996). In his application to daily FTSE 100 index options, he �ts and compares to …
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