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~isPartOf:"Finance research letters"
~person:"Venter, Pierre J"
~subject:"Schätzung"
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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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