Volatility-related exchange traded assets : an econometric investigation
Year of publication: |
2018
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Authors: | Mencía, Javier ; Sentana, Enrique |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 4, p. 599-614
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Subject: | Density expansions | Exchange traded notes | Multiplicative error model | Volatility index futures | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Index-Futures | Index futures | Handelsvolumen der Börse | Trading volume |
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