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On the Intraday Relation Between the VIX and its Futures |
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| Authors: | Bart Frijns Alireza Tourani‐Rad Robert I. Webb |
| Affiliation: | 1. Bart Frijns and Alireza Tourani‐Rad are at Department of Finance, Auckland University of Technology, Auckland, New Zealand;2. Robert I. Webb is at Department of Finance, University of Virginia, Virginia, United States |
| Abstract: | |
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