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Select article: Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs

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Research article

First published August 3, 2022

Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs

Catalina I. Hurwitz, Suchismita Mishra, Robert T. Daigler [...]

Algorithmic Finance

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