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Implied volatility is (almost) past-dependent: Linear vs no..:
Wen, Conghua
;
Zhai, Jia
;
Wang, Yinuo
.
International Review of Financial Analysis. 95 (2024) - p. 103406 , 2024
Link:
https://doi.org/10.1016/j.irfa.2024.103406
RT Journal T1 <Title>Implied volatility is (almost) past-dependent: Linear vs non-linear models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.irfa.2024.103406&Exemplar=1&LAN=DE A1 Wen, Conghua A1 Zhai, Jia A1 Wang, Yinuo A1 Cao, Yi PB Elsevier BV YR 2024 SN 1057-5219 JF International Review of Financial Analysis VO 95 SP 103406 LK http://dx.doi.org/https://doi.org/10.1016/j.irfa.2024.103406 DO https://doi.org/10.1016/j.irfa.2024.103406 SF ELIB - SuUB Bremen
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