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Detecting change points in VIX and S&P 500 : a new approach to dynamic asset allocation
Nystrup, Peter
;
Hansen, Bo William
;
Madsen, Henrik
; …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 361-374
Persistent link: https://www.econbiz.de/10011634685
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