@article{systemicriskindicatorbasedonimpliedand,
  title = {Systemic risk indicator based on implied and realized volatility},
  author = {Paweł Sakowski and Rafał Sieradzki and Robert Ślepaczuk},
  year = {2023},
  eprint = {2307.05719},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2307.05719v1},
}