The VIX and VXN volatility measures: Fear gauges or forecasts?

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Bibliographic Details
Published in:Derivatives use, trading & regulation trading & regulation, 2006-05, Vol.12 (1), p.14-27
Main Authors: Arak, Marcelle, Mijid, Naranchimeg
Format: Article
Language:English
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ISSN:1357-0927
1747-4426
DOI:10.1057/palgrave.dutr.1840040