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Martin Magris

Tampere University of Technology

P.O. 541, Korkeakoulunkatu 8 (Festia building)

Tampere, FI-33101

Finland

SCHOLARLY PAPERS

1

DOWNLOADS

153

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Option Market (In)efficiency and Implied Volatility Dynamics After Return Jumps

Number of pages: 28 Posted: 12 Oct 2018 Last Revised: 25 Jun 2019
Juho Kanniainen and Martin Magris
Tampere University of Technology and Tampere University of Technology
Downloads 153

Abstract:

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Return Jumps, Implied Volatility, Market Efficiency, Option Markets, Principal Component Analysis