On the intraday relation between the VIX and its futures
Bart Frijns, Alireza Tourani-Rad and Robert I. Webb
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Frijns, Bart ; Tourani Rad, Alireza ; Webb, Robert I. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 9, p. 870-886
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| Subject: | Futures | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Elektronisches Handelssystem | Electronic trading | USA | United States | 2008-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21762 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568650