AF 2015
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Wall of Fame | Most Viewed AF-2015 Paper
AF
2015
9 years 10 months ago
2015
We present a new method to measure the intraday relationship between movements of implied volatility smiles and stock returns. It is based on an enhanced smile regression model wh...
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| Id | Read | Views | Title | Status |
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| 1 |  | 12 |