On the right jump tail inferred from the VIX market
| Autor: | Li, Zhenxiong, Yao, Xingzhi, Izzeldin, Marwan |
|---|---|
| Zdroj: | In International Review of Financial Analysis March 2023 86 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Li, Zhenxiong, Yao, Xingzhi, Izzeldin, Marwan |
|---|---|
| Zdroj: | In International Review of Financial Analysis March 2023 86 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect