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Publications by M. Dashti Moghaddam

Distribution of Historic Market Data – Implied and Realized Volatility

Applied Economics and Finance

English

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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

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Implied Distribution as a Function of the Volatility Smile

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Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence From Emerging Market

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