Variance disparity and market frictions (Q2294445): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2019.07.005 / rank
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Latest revision as of 21:00, 17 December 2024

scientific article
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Variance disparity and market frictions
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    Variance disparity and market frictions (English)
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    11 February 2020
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    economic uncertainty
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    illiquidity
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    asymmetric information
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    implied variance
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    VIX derivative
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