Persistence and discontinuity in the VIX dynamics

Chaos, Solitons & Fractals 2018 / 08 Vol. 113

Persistence and discontinuity in the VIX dynamics

Ouandlous, Arav, Barkoulas, John T., Alhaj-Yaseen, Yaseen
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Volume:
113
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2018.04.013
Date:
August, 2018
File:
PDF, 1.62 MB
english, 2018
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