VIX option-implied volatility slope and VIX futures returns
Jungah Yoon, Xinfeng Ruan, Jin E. Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Yoon, Jungah ; Ruan, Xinfeng ; Zhang, Jin E. |
| Subject: | implied volatility slope | VIX futures returns | VIX options | Volatilität | Volatility | Optionsgeschäft | Option trading | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22317 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287910