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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~person:"Chorro, Christophe"
~subject:"Correlation"
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Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures
Chorro, Christophe
;
Rahantamialisoa, H. Fanirisoa Zazaravaka
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 902-941
Persistent link: https://www.econbiz.de/10013460032
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