Cite
HARVARD Citation
Chow, K. et al. (2020). Decomposing the VIX: Implications for the predictability of stock returns. Financial review. 55 (4), pp. 645-668. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Chow, K. et al. (2020). Decomposing the VIX: Implications for the predictability of stock returns. Financial review. 55 (4), pp. 645-668. [Online].