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Publications by Abir Sridi
The Multivariate Mixture Dynamics: Consistent No-Arbitrage Single-Asset and Index Volatility Smiles
IISE Transactions
Industrial
Manufacturing Engineering
Related publications
Asset Volatility
Review of Accounting Studies
Accounting
Management
Business
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Risky Arbitrage, Asset Prices, and Externalities
Economic Theory
Economics
Econometrics
Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Asset Holding and Consumption Volatility
Working Paper Series
Generalized Arbitrage-Free SVI Volatility Surfaces
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Precautionary Volatility and Asset Prices
SSRN Electronic Journal
Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets: A Multivariate Analysis
Journal of Financial Research
Accounting
Finance
Asset Holding and Consumption Volatility
