The rise and fall of S&P500 variance futures
Year of publication: |
2013
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Authors: | Chang, Chia-Lin ; Jimenez-Martin, Juan-Angel ; McAleer, Michael ; Amaral, Teodosio Perez |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 12892786. - Vol. 25.2013, p. 151-167
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