Sector Option Correlation Premiums and Predictable Changes in Implied Volatility
العنوان: | Sector Option Correlation Premiums and Predictable Changes in Implied Volatility |
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المؤلفون: | Apoorva Koticha, Chen Li, Joseph M. Marks |
المصدر: | SSRN Electronic Journal. |
بيانات النشر: | Elsevier BV, 2022. |
سنة النشر: | 2022 |
مصطلحات موضوعية: | Economics and Econometrics, History, Polymers and Plastics, Business and International Management, Finance, Industrial and Manufacturing Engineering |
تدمد: | 1556-5068 |
URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da51b16d860ca8384de51e2ae1b1bd91 https://doi.org/10.2139/ssrn.3862777 |
رقم الأكسشن: | edsair.doi.dedup.....da51b16d860ca8384de51e2ae1b1bd91 |
قاعدة البيانات: | OpenAIRE |
تدمد: | 15565068 |
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