Results for factor model

Publications & Outputs

1. Common factors and causality in the dynamics of implied volatility surfaces: evidence from the FX OTC market

   Chalamandaris, G. & Tsekrekos, A., 06/2009, In: Journal of Economic Asymmetries. 6, 1, p. 49-74 26 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review