Does VIX Truly Measure Return Volatility?

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Does VIX Truly Measure Return Volatility?

Chow, Victor, Jiang, Wanjun, Li, Jingrui
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2489345
File:
PDF, 1.02 MB
english, 2014
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