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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~language:"eng"
~person:"Hsieh, Tai-Lin"
~subject:"USA"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
~type_genre:"Proceedings"
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Hsieh, Tai-Lin
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117
Chang, Chia-Lin
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Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
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2
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
3
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
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