Type of publication: Article
Notes:
DOI:10.1016/j.jbankfin.2008.10.015
Becker, Ralf, Clements, Adam, & McClelland, Andrew (2009) The jump component of S&P 500 volatility and the VIX index. Journal of Banking and Finance, 33(6), pp. 1033-1038.
QUT Business School; School of Economics and Finance
Source:
BASE