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UQO Working Paper No. 7 — Options-implied information for cross-asset return and volatility prediction: evidence from 3.8B option contracts.

research finance options volatility uqo

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72.5 MBsize

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Python 66.5% TeX 32.7% Makefile 0.8%

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02_rq1_return_predictability.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
03_rq2_rv_forecasting.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
04_rq3_correlation_divergence.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
05_rq4_greeks_decay_magnets.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
07_descriptive_stats.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
08_subperiod_regime.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
09_portfolio_sorts.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
09_recheck.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
10_robustness.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
11_granger_var.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
13_extended_robustness.log	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago