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Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression
- 1.Baruník, J., Hlínková, M. Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression. Economic Modelling. 2016, 54(1), 503-514. ISSN 0264-9993. E-ISSN 1873-6122. Dostupné z: doi: 10.1016/j.econmod.2016.01.014.
Počet záznamů: 1