Not all VIXs are (Informationally) equal : evidence from affine GARCH option pricing models

Marcos Escobar-Anel, Lars Stentoft, Xize Ye

Year of publication:	2024
Authors:	Escobar, Marcos ; Stentoft, Lars ; Ye, Xize
Published in:	Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 1, Art.-No. 106053, p. 1-7
Subject:	Affine GARCH model estimation \| Model confidence set \| Option pricing \| VIX maturity \| ARCH-Modell \| ARCH model \| Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Schätzung \| Estimation \| Schätztheorie \| Estimation theory

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