Implied volatility term structure linkages between VDAX,...

Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices

Janne Äijö
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Volume:
18
Year:
2008
Language:
english
DOI:
10.1016/j.gfj.2006.11.003
File:
PDF, 712 KB
english, 2008
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