has been cited by the following article(s):
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[1]
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Market risk modeling with option-implied covariances and score-driven dynamics
The North American Journal of Economics and Finance,
2024
DOI:10.1016/j.najef.2024.102136
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[2]
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Random Matrix Theory Analysis of Bank Stocks in Nigeria and Use of Implied Volatility in Risk Management
American Review of Mathematics and Statistics,
2023
DOI:10.15640/arms.v11n2a1
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[3]
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Estimating Forward-Looking Stock Correlations from Risk Factors
Mathematics,
2022
DOI:10.3390/math10101649
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[4]
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Forward looking up-/down correlations
Quantitative Finance and Economics,
2021
DOI:10.3934/QFE.2021021
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[5]
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Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix
Finance Research Letters,
2020
DOI:10.1016/j.frl.2020.101855
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[6]
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Forward Looking Up-/Down Correlations
SSRN Electronic Journal ,
2020
DOI:10.2139/ssrn.3737034
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[7]
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Endogeneity of Return Parameters and Portfolio Selection: An Analysis on Implied Covariances
Asia-Pacific Journal of Financial Studies,
2017
DOI:10.1111/ajfs.12187
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