Oleg Bondarenko
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Oleg Bondarenko

The Trouble with VPIN

New economic indicator fails to live up to its promises

Researchers: Torben Andersen and Oleg Bondarenko

The VIX, CIV, and MFIV

Measuring up the accuracy of option-based predictors of volatility

Researchers: Torben Andersen and Oleg Bondarenko

September 1, 2008

Finance & Accounting