Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, Chao Liang
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Futures Markets
Online Access:	Acceder al recurso
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