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
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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.