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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~person:"Chang, Li-Han"
~subject:"EU-Staaten"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
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