Fat Tails, Serial Dependence, and Implied Volatility Connections


Ellington, Michael ORCID: 0000-0003-0264-7572 (2021) Fat Tails, Serial Dependence, and Implied Volatility Connections. SSRN Electronic Journal.

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Item Type: Article
Uncontrolled Keywords: Brain Disorders, Aging
Divisions: Faculty of Humanities and Social Sciences > School of Management
Depositing User: Symplectic Admin
Date Deposited: 27 Sep 2021 09:31
Last Modified: 15 Mar 2024 03:01
DOI: 10.2139/ssrn.3810533
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3138455
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