IVS duality: A novel two-step approach to using IVS forecasts to model the underlyings daily volatility

Additional Metadata
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/72872
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Karaja, V. (2024, September 13). IVS duality: A novel two-step approach to using IVS forecasts to model the underlyings daily volatility. Econometrie. Retrieved from http://hdl.handle.net/2105/72872

IVS duality: A novel two-step approach to using IVS forecasts to model the underlyings daily volatility