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Mencía, Javier; Sentana, Enrique

Volatility-related exchange traded assets: an econometric investigation. (English) Zbl 07930755

J. Bus. Econ. Stat. 36, No. 4, 599-614 (2018).

Cited in 1 Document

MSC:

62P20 Applications of statistics to economics

Keywords:

density expansions; exchange traded notes; multiplicative error model; volatility index futures
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Full Text: DOI

References:

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