Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
| Year of publication: |
2008
|
|---|---|
| Authors: | Bekiros, Stelios ; Georgoutsos, Dimitris |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 14.2008, 5, p. 397-408
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