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Volatility risk and
volatility-of-volatility
risk
: state-dependent correlations between vix and the S&P 500 stock index and hedging effectiveness
Li, Leon
;
Chen, Carl R.
- In:
The journal of futures markets
45
(
2025
)
11
,
pp. 2166-2185
Persistent link: https://www.econbiz.de/10015465763
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