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Items where Author is "Abbas, Sawsan"

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Abbas, Sawsan and Poon, Ser-Huang and Tawn, Jonathan Angus (2011) Hedging the Black Swan : conditional heteroscedasticity and tail dependence in S&P500 and VIX. Journal of Banking and Finance, 35 (9). pp. 2374-2387. ISSN 0378-4266

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