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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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Python 66.5% TeX 32.7% Makefile 0.8%

Name	Last commit	Updated
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fig_irf.pdf	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_irf.png	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_portfolio_sorts.pdf	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_portfolio_sorts.png	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_rolling_r2.pdf	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_rolling_r2.png	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_subperiod.pdf	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago
fig_subperiod.png	WP7: restructured repository, verified reproduction, paper revision...	1 mo ago