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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~person:"Dutta, Anupam"
~subject:"ARCH-Modell"
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Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
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