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：6598
Zhenlong Zheng, Zhengyun Jiang and Rong Chen, AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism, Journal of Futures Markets, 2017, 37:374-410.