Liquidity, implied volatility and tail risk: A comparison...

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International Review of Financial Analysis 2020 / 2

Liquidity, implied volatility and tail risk: A comparison of liquidity measures

Ramos, Henrique Pinto, Righi, Marcelo Brutti
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Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2020.101463
Date:
February, 2020
File:
PDF, 1.31 MB
2020
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