Decomposing the VIX : Implications for the predictability of stock returns
| Year of publication: |
2020
|
|---|---|
| Authors: | Chow, K. Victor ; Jiang, Wanjun ; Li, Bingxin ; Li, Jingrui |
| Published in: |
Financial Review. - Wiley, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 55.2020, 4 (18.08.), p. 645-668
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/fire.12245 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012408931