Fat tails, serial dependence, and implied volatility index connections

Ellington, Michael ORCID: 0000-0003-0264-7572 (2022) Fat tails, serial dependence, and implied volatility index connections. European Journal of Operational Research, 299 (2). pp. 768-779.

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Official URL: http://dx.doi.org/10.1016/j.ejor.2021.09.038

Item Type:	Article
Divisions:	Faculty of Humanities and Social Sciences > School of Management
Depositing User:	Symplectic Admin
Date Deposited:	27 Sep 2021 09:34
Last Modified:	11 Dec 2023 16:33
DOI:	10.1016/j.ejor.2021.09.038
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3138456