Oleg Bondarenko
Oleg Bondarenko was previously a Visiting Scholar at Kellogg
The Trouble with VPIN
New economic indicator fails to live up to its promises
Researchers: Torben Andersen and Oleg Bondarenko
April 2, 2012
The VIX, CIV, and MFIV
Measuring up the accuracy of option-based predictors of volatility
Researchers: Torben Andersen and Oleg Bondarenko
September 1, 2008