Author/Creator: Chow, K. Victor - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Chow, K. Victor

1. Decomposing the VIX: Implications for the predictability of stock returns. Issue 4 (18th August 2020)

Authors:: Chow, K. Victor; Jiang, Wanjun; Li, Bingxin; Li, Jingrui
Journal:: Financial review
Issue:: Volume 55:Issue 4(2020)
Page Start:: 645
Record Type:: Journal Article
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2. Persistence of jump-induced tail risk and limits to arbitrage. Issue 4 (3rd April 2023)

Authors:: Chow, K. Victor; John, Kose; Li, Jingrui; Sopranzetti, Ben
Journal:: Quantitative finance
Issue:: Volume 23:Issue 4(2023)
Page Start:: 705
Record Type:: Journal Article
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