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Year of Publication | Title | Author(s) |
---|---|---|
2007 | Long memory persistence in the factor of Implied volatility dynamics | Härdle, Wolfgang Karl; Mungo, Julius |
Use filters to refine the search results.
Year of Publication | Title | Author(s) |
---|---|---|
2007 | Long memory persistence in the factor of Implied volatility dynamics | Härdle, Wolfgang Karl; Mungo, Julius |