Zhenlong Zheng, Zhengyun Jiang and Rong Chen, AVIX, Journal of Futures Markets, 2017, 37:374-410.
栏目:Papers
发布时间:
2017年03月30日 11:56
点击数:1606
Zhenlong Zheng, Zhengyun Jiang and Rong Chen, AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism[J], Journal of Futures Markets, 2017, 37:374-410.