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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.

History
NameLast commitUpdated
data WP7: restructured repository, verified reproduction, paper revision 1.1
docs Stage D L0-BASE, L1-LIB, N-E5: baseline gate, inference library, complete VIX...
figures Stage F NB-01..12
paper Stage G: final build of the revised manuscript (87 pages)
results Stage F NB-01..12
scripts Stage F NB-01..12
src Stage E exhibits (Agent 9): shared exhibit helper and design system — siunitx...
tests Stage D L0-BASE, L1-LIB, N-E5: baseline gate, inference library, complete VIX...
.gitignore N-D3, N-D2 (WP07-DATA-04, EDIT-16, ECON-15, THEO-11, DATA-02, ADVE-06, EDIT-05,...
Makefile Stage E exhibits (Agent 9): shared exhibit helper and design system — siunitx...
README.md L1-E1, N-H1, L1-F2 (WP07-ADVE-07, ECON-09, THEO-16, ADVE-15, EDIT-17, DATA-11,...
requirements.txt N-E5 consumption, L1-E4, L1-F2 (WP07-DATA-07, ADVE-13, EDIT-09, ADVE-17,...

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