An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets
Kearney, Fearghal, Murphy, Finbarr, Cummins, MarkVolume:
33
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2015.04.006
Date:
July, 2015
File:
PDF, 1.20 MB
english, 2015