Volatility-related exchange traded assets : an econometric investigation
Year of publication: |
2015
|
---|---|
Authors: | Mencía González, Javier ; Sentana, Enrique |
Publisher: |
Banco de España / Madrid : Banco de España, 2015 |
Subject: | Expansiones de densidades | Exchange traded notes | Modelo de error multiplicativo | Futuros sobre índices de volatilidad | Density expansions | Multiplicative error model | Volatility index futures | Probabilidad y procesos estocásticos | Valoración de activos |
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Volatility-related exchange traded assets: an econometric investigation
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VOLATILITY-RELATED EXCHANGE TRADED ASSETS: AN ECONOMETRIC INVESTIGATION
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Volatility-related exchange traded assets : an econometric investigation
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