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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title The Predictive Ability of Implied Volatility in Crude Oil Options: A Business Cycle Perspective
Organization Unit
Authors
  • Julia Buge
Supervisors
  • Felix Matthys
  • Markus Leippold
Language
  • English
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Date 2011
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