Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps

Fuente: Wiley Open Access
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Bibliographic Details
Main Authors: Gongyue Jiang, Gaoxiu Qiao, Chao Liang
Format: Artículo Open Access
Published: Wiley 2025
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