2023-08-17
Predictability of Realised Volatility in relation to Implied Volatility Skew and Jumps
Publication
Publication
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Alexandrou, George, Cosemans, Mathijs | |
hdl.handle.net/2105/69563 | |
Finance & Investments | |
Organisation | Rotterdam School of Management |
van der Kroft, Just. (2023, August 17). Predictability of Realised Volatility in relation to Implied Volatility Skew and Jumps. Finance & Investments. Retrieved from http://hdl.handle.net/2105/69563
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