Day-of-the-week effect on the VIX. A parsimonious representation
| Year of publication: |
2013
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|---|---|
| Authors: | Gonzalez-Perez, Maria T. ; Guerrero, David E. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 12892786. - Vol. 25.2013, p. 243-260
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