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Who Moved my VIX - A High Frequency Study on VIX Expiration Days
Liu, Frank
(Chief Investigator)
Smith, Tom
(Investigator 02)
UWA Business School
Overview
Project Details
Status
Finished
Effective start/end date
1/07/14
→
30/06/15
Funding
Accounting & Finance Association of Australia & New Zealand (AFAANZ):
AUD2,332.00
Accounting & Finance Association of Australia & New Zealand (AFAANZ):
AUD2,293.00
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