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~subject:"Implied volatility"
~subject:"Efficient market hypothesis"
~language:"und"
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Implied volatility
Efficient market hypothesis
moneyness
6
Asimetría
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Competition among issuers
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Diebold-Mariano test
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García-Machado, Juan J.
1
Hoque, Ariful
1
Krishnamurti, Chandrasekhar
1
Rybczynski, Jaroslaw
1
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International Journal of Managerial Finance
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Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE)
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THREE-POINT VOLATILITY SMILE CLASSIFICATION: EVIDENCE FROM THE WARSOW STOCK EXCHANGE DURING VOLATILE SUMMER 2011 / CLASIFICACIÓN DE LAS SONRISAS DE VOLATILIDAD SEGÚN TRES PUNTOS DE...
García-Machado, Juan J.
;
Rybczynski, Jaroslaw
- In:
Investigaciones Europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
volatilities for
moneyness
points needed were calculated, then we construct 355 smile curves for calls and puts options to study …
Persistent link: https://www.econbiz.de/10011262769
Saved in:
2
Modeling
moneyness
volatility in measuring exchange rate volatility
Hoque, Ariful
;
Krishnamurti, Chandrasekhar
- In:
International Journal of Managerial Finance
8
(
2012
),
pp. 365-380
volatility – the “
moneyness
volatility (MV)”. This approach is based on measuring the variability of forward-looking “
moneyness
…
Persistent link: https://www.econbiz.de/10010610526
Saved in:
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