Published in
Palgrave Macmillan, Journal of Asset Management, 5(17), p. 361-374
DOI: 10.1057/jam.2016.12
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Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation
Journal article published in 2016 by
Peter Nystrup,
Bo William Hansen,
Henrik Madsen 
,
Erik Lindström
,
Erik Lindström
This paper was not found in any repository, but could be made available legally by the author.
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