Stock Returns and Implied Volatility: A New VAR Approach
Bong Soo Lee, Doojin Ryu
Abstract
Bong Soo Lee, Doojin Ryu
Abstract
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DOAJ is a unique and extensive index of diverse open access journals from around the world, driven by a growing community, committed to ensuring quality content is freely available online for everyone.
Key concepts: Implied volatility, Stock (firearms), Financial economics, Economics, Volatility (finance), Econometrics, Volatility smile, Monetary economics