Nature of VIX Jumps on Market Timing of Hedge Funds
Author(s) -
YuehNeng Lin,
Jeremy Goh
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1914452
Subject(s) - hedge fund , business , financial economics , alternative beta , financial system , economics , monetary economics , institutional investor , finance , global assets under management , corporate governance
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