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~person:"Allen, David E."
~person:"Herwartz, Helmut"
~person:"Spagnolo, Nicola"
~source:"repec"
~subject:"VIX futures"
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VIX futures
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volatility spillovers
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Allen, David E.
Herwartz, Helmut
Spagnolo, Nicola
Chang, Chia-Lin
5
McAleer, Michael
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Amaral, Teodosio Perez
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Allen, Allen, D.E.
1
Allen, David Edmund
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Amaral, Teodosio Pérez
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Drimus, Gabriel
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Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Institute of Economic Research, Kyoto University
-
2013
,
volatility
spillovers from the Chinese stock market to economic neighbours, a detailed comparison of Value-at-Risk estimates, the …
Persistent link: https://www.econbiz.de/10010674394
Saved in:
2
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Tinbergen Instituut
-
2013
,
volatility
spillovers from the Chinese stock market to economic neighbours, a detailed comparison of Value-at-Risk estimates, the …
Persistent link: https://www.econbiz.de/10011256696
Saved in:
3
Risk Modeling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Department of Economics and Finance, College of …
-
2013
,
volatility
spillovers from the Chinese stock market to economic neighbours, a detailed comparison of Value-at-Risk estimates, the …
Persistent link: https://www.econbiz.de/10010907434
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