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"Fat tails, serial dependence, and implied volatility index connections."

Michael Ellington (2022)

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DOI: 10.1016/J.EJOR.2021.09.038

access: closed

type: Journal Article

metadata version: 2022-02-08

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Michael Ellington:
Fat tails, serial dependence, and implied volatility index connections. Eur. J. Oper. Res. 299(2): 768-779 (2022)

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