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Journal: Mathematics, 2021
Volume: 9
Number: 185

Article: Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
Authors: by Oscar V. De la Torre-Torres, Francisco Venegas-Martínez and Mᵃ Isabel Martínez-Torre-Enciso
Link: https://www.mdpi.com/2227-7390/9/2/185

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