Farokhnia, Kia

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Working Paper

Farokhnia, Kia; Osterrieder, Jörg Robert (June 2022). High-Frequency Causality in the VIX Index and its derivatives: Empirical Evidence Cornell University 10.48550/arXiv.2206.13138

Farokhnia, Kia; Osterrieder, Joerg (2022). High-Frequency Causality between Stochastic Volatility Time Series: Empirical Evidence Elsevier 10.2139/ssrn.4087569

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