Tail Wags Dog: Intraday Price Discovery in VIX Markets

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Tail Wags Dog: Intraday Price Discovery in VIX Markets

Bollen, Nicolas P.B., O'Neill, Michael J., Whaley, Robert E.
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21805
Date:
August, 2016
File:
PDF, 1.19 MB
english, 2016
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