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A simple expected volatility (SEV) index: Application to SET50 index options
Authors
Akaike
Bakshi
+19Â more
Beckers
Black
Blair
Chatayan Wiphatthanananthakul
Chiras
Christensen
Dennis
Fleming
Fleming
Harvey
Hull
Jorion
Latane
Melino
Michael McAleer
Noh
Poon
Schwarz
Whaley
Publication date
Publisher
'Elsevier BV'
Doi
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Last time updated on 01/04/2019