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1. The systemic risk approach based on implied and realized volatility

   Author: Sakowski, Paweł; Sieradzki, Rafał; Ślepaczuk, Robert

   Published: 2023

   Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Series:	Working papers / University of Warsaw, Faculty of Economic Sciences ; no. 2023, 7 = 414
   Subjects:	systemic risk; implied volatility; realized volatility; volatility indices; equity index options; market volatility
   Scope:	1 Online-Ressource (circa 19 Seiten), Illustrationen