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Investment / Volatility / Implied volatility / Local volatility / VIX / Financial risk / Volatility smile / Volatility risk / Mathematical finance / Financial economics / Finance


An EDHEC-Risk Institute Publication The Relevance of Country- and Sector-specific Model-free Volatility Indicators March 2013
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Document Date: 2013-05-30 05:18:26


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File Size: 3,44 MB

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Company

Sovereign Wealth Funds / Global Professional Publishing / /

Continent

Asia / /

Country

Germany / Switzerland / France / Japan / United States / Netherlands / Korea / United Kingdom / /

Currency

pence / /

/

Event

M&A / /

Facility

EDHEC-Risk Institute / EDHEC Risk Institute / About EDHEC-Risk Institute / Cardiff University / University of California at Berkeley / Sofia University / University of Karlsruhe / University of Nottingham / /

IndustryTerm

empirical finance / banking / volatility products / finance / /

Organization

University of the West of England / University of California / University of Karlsruhe / Cardiff University / Sofia University / University of Nottingham / EDHEC-Risk Institute / EDHEC Business School / Centre for Global Finance / Bristol Business School / /

Person

Lionel Martellini / Stoyan Stoyanov / /

Position

scientific director / author / professor of finance / Executive / senior research engineer / head of research / head of quantitative research for FinAnalytica / /

ProvinceOrState

California / /

SocialTag