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person:"Duangkamon Chotikapanich"
~person:"Ellington, Michael"
~subject:"Index number"
~type_genre:"Article in journal"
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Fat tails, serial dependence, and implied volatility index connections
Ellington, Michael
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 768-779
Persistent link: https://www.econbiz.de/10013207169
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