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Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jha, Ayush, Shirvani, Abootaleb, Rachev, Svetlozar T., Fabozzi, Frank J.
Format:	Preprint
Published:	2024
Subjects:	Econometrics Statistical Finance
Online Access:	Acceder al recurso
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