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Implied Volatility Realized Volatility Systemic Risk Indicator
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Cite this as
Paweł Sakowski, Rafał Sieradzki, Robert Ślepaczuk (2024). Dataset: Implied Volatility Realized Volatility Systemic Risk Indicator. https://doi.org/10.57702/h9yhn5p8
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Additional Info
Field | Value |
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Created | December 17, 2024 |
Last update | December 17, 2024 |
Defined In | https://doi.org/10.48550/arXiv.2307.05719 |
Author | Paweł Sakowski |
More Authors |
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Homepage | http://qfrg.wne.uw.edu.pl/projects/IVRVSRI |