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交易量對於隱含波動度預測誤差之對偶效果-Panel Data的分析
交易量對於隱含波動度預測誤差之對偶效果-Panel Data的分析
2004
Zhenggang Li
Jonathan K. Lee
Keywords:
Financial economics
Volatility (finance)
Random effects model
Macroeconomics
Stochastic volatility
Forward volatility
SABR volatility model
Economics
Fixed effects model
Implied volatility
Panel data
Econometrics
Correction
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