Clustering of Trading Activity in the DAX Index Options Market
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KeywordsClustering; Incidental Truncation; Index Options; Volume.;
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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