1. Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures. (22nd January 2021) Authors: Chorro, Christophe; Fanirisoa Zazaravaka, Rahantamialisoa H Journal: Journal of financial econometrics Issue: Volume 20:Number 5(2022) Page Start: 902 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗