COVID-19疫情期间金融资产的收益和波动率是否对隐含波动率做出了反应?
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
Journal of Commodity Markets · 2021
被引 22
ABS 3
- Aktham Maghyereh
- Hussein Abdoh 通讯
- Basel Awartani
金融经济学资产定价波动率建模COVID-19经济影响