Zhenlong Zheng, Zhengyun Jiang and Rong Chen, AVIX, Journal of Futures Markets, 2017, 37:374-410.
栏目：Papers
发布时间：
2023年03月01日 09:00
点击数：2823
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.