Decomposing the VIX: Implications for the predictability of...

Decomposing the VIX: Implications for the predictability of stock returns

Chow, K. Victor, Jiang, Wanjun, Li, Bingxin, Li, Jingrui
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Volume:
55
Journal:
Financial Review
DOI:
10.1111/fire.12245
Date:
November, 2020
File:
PDF, 661 KB
2020
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