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On the right jump tail inferred from the VIX market |
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| Affiliation: | 1. College of Management and Economics, Tianjin University, Tianjin 300072, PR China;2. DCU Business School, Dublin City University, Glasnevin, Dublin 9, Ireland;3. School of Finance, Nankai University, Tianjin 300350, PR China |
| Abstract: | |
| Keywords: | Jump tail risk Return predictability Variance risk premium VIX derivatives |
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