| dc.contributor.author | Yfanti, S | en_US |
| dc.contributor.author | Karanasos, M | en_US |
| dc.date.accessioned | 2024-05-02T11:35:07Z | |
| dc.date.issued | 2022 | en_US |
| dc.identifier.issn | 0160-5682 | en_US |
| dc.identifier.uri | https://qmro.qmul.ac.uk/xmlui/handle/123456789/96624 | |
| dc.format.extent | 2129 - 2149 | en_US |
| dc.relation.ispartof | JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY | en_US |
| dc.subject | Economic policy uncertainty | en_US |
| dc.subject | high-frequency data | en_US |
| dc.subject | implied volatility | en_US |
| dc.subject | macro-financial linkages | en_US |
| dc.subject | realized variance | en_US |
| dc.subject | risk management | en_US |
| dc.title | Financial volatility modeling with option-implied information and important macro-factors | en_US |
| dc.type | Article | |
| dc.rights.holder | © 2021 The Author(s), published by Taylor & Francis | |
| dc.identifier.doi | 10.1080/01605682.2021.1966327 | en_US |
| pubs.author-url | https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000687583200001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.issue | 9 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 73 | en_US |
| rioxxterms.funder | Default funder | en_US |
| rioxxterms.identifier.project | Default project | en_US |
