"Information Content of Aggregate Implied Volatility Spread."

Bing Han, Gang Li (2021)

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DOI: 10.1287/MNSC.2019.3520

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type: Journal Article

metadata version: 2024-10-06

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Bing Han, Gang Li:
Information Content of Aggregate Implied Volatility Spread. Manag. Sci. 67(2): 1249-1269 (2021)

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