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Which explains an equity index's return better, the change in its own implied volatility or that for a broader index?
Yu, Susana
;
Leistikow, Dean
- In:
Journal of investment management : JOIM
7
(
2009
)
3
,
pp. 66-80
Persistent link: https://www.econbiz.de/10003874377
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2
Taming global village risk II : understanding and mitigating bubbles
Sullivan, Rodney N.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 131-141
Persistent link: https://www.econbiz.de/10009520446
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