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Browse By Person: McClelland, Andrew

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Journal Article

Becker, Ralf, Clements, Adam, & McClelland, Andrew (2009) The jump component of S&P 500 volatility and the VIX index. Journal of Banking and Finance, 33(6), pp. 1033-1038.
Number of full-text downloads 448
Number of citations in Scopus 23
Number of citations in Web of Science 20

This list was generated on Sat May 25 07:31:17 2013 EST.