Πλοήγηση ανά Συγγραφέα "Fassas A.P., Siriopoulos C."
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Implied volatility indices – A review
Fassas A.P., Siriopoulos C. (2021)This study tests and documents the information content of all publicly available implied volatility indices regarding both the realized volatility and the returns of the underlying asset. These topics present a path traveled ...

