Replication code for the MSc thesis on implied vs realized volatility — Bitcoin (DVOL) vs S&P 500 (VIX), with HAC inference and regime-conditional regressions.
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Updated
Jun 7, 2026 - TeX
Replication code for the MSc thesis on implied vs realized volatility — Bitcoin (DVOL) vs S&P 500 (VIX), with HAC inference and regime-conditional regressions.
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