Implied volatility indices: A review and extension in the Turkish case
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References listed on IDEAS
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More about this item
KeywordsVIX; Implied volatility; Options market; Emerging markets; Market microstructure;
- F30 - International Economics - - International Finance - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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