Sökning: "Olena Mickolson"
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1. Model-Free Implied Volatility, Its Time-Series Behavior And Forecasting Ability
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Several widely acknowledged stylized statistical facts about the performance of volatility were observed during the analysis. First, the volatility exhibits mean-reversion towards its long-run mean. LÄS MER
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