Cite
HARVARD Citation
Jung, Y. (n.d.). Relative performance of VIXC vs. GARCH in predicting realised volatility changes. Investment analysts journal. pp. S1-S16. [Online].
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Jung, Y. (n.d.). Relative performance of VIXC vs. GARCH in predicting realised volatility changes. Investment analysts journal. pp. S1-S16. [Online].