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The curious case of negative volatility:
Merkle, Christoph
Journal of Financial Markets. 40 (2018) - p. 92-108 , 2018
Link:
https://doi.org/10.1016/j.finmar.2017.11.001
RT Journal T1 <Title>The curious case of negative volatility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.finmar.2017.11.001&Exemplar=1&LAN=DE A1 Merkle, Christoph PB Elsevier BV YR 2018 SN 1386-4181 JF Journal of Financial Markets VO 40 SP 92 OP 108 LK http://dx.doi.org/https://doi.org/10.1016/j.finmar.2017.11.001 DO https://doi.org/10.1016/j.finmar.2017.11.001 SF ELIB - SuUB Bremen
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