Pages that link to "Item:Q5157709"
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The following pages link to Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* (Q5157709):
Displaying 3 items.
- Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
- Implied volatility surfaces: a comprehensive analysis using half a billion option prices (Q6154213) (← links)
