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subject:"ftse"
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Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
2
Forecasting extreme volatility of FTSE-100 with model free
VFTSE
, Carr-Wu and Generalized Extreme Value (GEV) option implied volatility indices
Markose, Sheri M.
;
Yue Peng
;
Alentorn, Amadeo
-
2012
Persistent link: https://www.econbiz.de/10009544687
Saved in:
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