Can Loss Aversion Explain the Stylized Facts of Implied Volatility?
Loss aversion can explain the stylized facts of implied volatility.
Featured in No. 3 on 7 Jun 2023 · on release day · 0 citations today
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- 7 Jun 2023
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- No. 3 · 7 Jun 2023
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- SSRN 4471421
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