Implied Volatility Indexes and Daily Value at Risk Models

The Journal of Derivatives 2005 / 01 Vol. 12; Iss. 4

Implied Volatility Indexes and Daily Value at Risk Models

Giot, Pierre
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Volume:
12
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2005.517186
Date:
January, 2005
File:
PDF, 921 KB
english, 2005
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