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~person:"Bondarenko, Oleg"
~person:"Claessen, Holger"
~subject:"Index-Futures"
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Index-Futures
implied volatility
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The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
-
2002
implied-volatility
information, derived from contemporaneously observed option prices or history-based volatility predictors …
Persistent link: https://www.econbiz.de/10009767118
Saved in:
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