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~accessRights:"restricted"
~person:"Jiang, Zhengyun"
~person:"Kéchichian, Joseph A."
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Jiang, Zhengyun
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AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism
Zheng, Zhenlong
;
Jiang, Zhengyun
;
Chen, Rong
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 374-410
Persistent link: https://www.econbiz.de/10011950692
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