You're currently viewing an old version of this dataset. To see the current version, click here.

Implied Volatility Realized Volatility Systemic Risk Indicator

Systemic risk indicator based on implied and realized volatility measures

Data and Resources

This dataset has no data

Cite this as

Paweł Sakowski, Rafał Sieradzki, Robert Ślepaczuk (2024). Dataset: Implied Volatility Realized Volatility Systemic Risk Indicator. https://doi.org/10.57702/h9yhn5p8

Private DOI This DOI is not yet resolvable.
It is available for use in manuscripts, and will be published when the Dataset is made public.

Additional Info

Field	Value
Created	December 17, 2024
Last update	December 17, 2024
Defined In	https://doi.org/10.48550/arXiv.2307.05719
Author	Paweł Sakowski
More Authors	Rafał Sieradzki Robert Ślepaczuk
Homepage	http://qfrg.wne.uw.edu.pl/projects/IVRVSRI