Analysing implied volatility smirk to predict the US stock market crash during the global financial crisis
Year of publication: |
2023
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Authors: | Bhuiyan, Tanvir ; Hoque, Ariful ; Le, Thi |
Published in: |
Journal of open innovation : technology, market, and complexity. - Basel : MDPI, ISSN 2199-8531, ZDB-ID 2832108-X. - Vol. 9.2023, 4, Art.-No. 100165, p. 1-12
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Subject: | Global financial crisis | Implied volatility smirk | Stock market crash | Finanzkrise | Financial crisis | Volatilität | Volatility | Börsenkurs | Share price | USA | United States | Aktienmarkt | Stock market |
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