A Model of Plausible, Severe and Useful Stress Scenarios for VIX Shocks

Zi-Yi Guo

Abstract


The editorial board announced that this article has been retracted on November 20, 2017. If you have any further question, please contact us at: aef@redfame.com


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DOI: https://doi.org/10.11114/aef.v4i3.2309

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Applied Economics and Finance    ISSN 2332-7294 (Print)   ISSN 2332-7308 (Online)

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