Pages that link to "Item:Q2920952"
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The following pages link to FIX: The Fear Index—Measuring Market Fear (Q2920952):
Displaying 8 items.
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress (Q4683114) (← links)
