Unspanned macro risks in VIX futures

Xinglin Yang

Year of publication:	2023
Authors:	Yang, Xinglin
Subject:	dynamic term structure model \| hidden factor \| macro risks \| VIX futures \| Zinsstruktur \| Yield curve \| Risiko \| Risk \| Risikoprämie \| Risk premium \| Derivat \| Derivative \| Volatilität \| Volatility

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