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Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX
Di Persio, Luca, Vettori, SamueleVolume:
2014
Year:
2014
Language:
english
Journal:
Journal of Mathematics
DOI:
10.1155/2014/753852
File:
PDF, 2.48 MB
english, 2014