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subject:"ARCH-Modell"
~isPartOf:"Finance research letters"
~person:"Hou, Yang"
~person:"Maniyar, Dharmesh M."
~person:"Maré, E."
~subject:"Spillover effect"
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Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
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