Instantaneous squared VIX and VIX derivatives
Year of publication: |
2019
|
---|---|
Authors: | Luo, Xingguo ; Zhang, Jin E. ; Zhang, Wenjun |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 39.2019, 10 (02.08.), p. 1193-1213
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
GARCH option pricing models and the variance risk premium
Zhang, WenJun, (2020)
-
The dynamics of long forward rate term structures
Luo, Xingguo, (2010)
-
Luo, Xingguo, (2012)
- More ...