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Pacific-Basin finance journal
Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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28th Australasian Finance and Banking Conference
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Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
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