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Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models

De la Torre-Torres O.V.; Venegas-Martínez F.; Martínez Torre-Enciso Mª Isabel

Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models

Derechos reservados Dr. Oscar V. De la Torre Torres 2025.

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