Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of Stock Betas from Skews of Implied Volatilities |
scientific article |
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Calibration of Stock Betas from Skews of Implied Volatilities (English)
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3 June 2011
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CAPM
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stock betas
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stochastic volatility
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implied volatility
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