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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~person:"Byström, Hans N. E."
~subject:"ARCH-Modell"
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E.
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
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