The jump component of S&P 500 volatility and the VIX index
| Year of publication: |
2009
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam E. ; McClelland, Andrew |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 33.2009, 6, p. 1033-1039
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