VIX term structure and VIX futures pricing with realized volatility
| Year of publication: |
2018
|
|---|---|
| Authors: | Huang, Zhuo ; Tong, Chen ; Wang, Tianyi |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 39.2018, 1 (27.07.), p. 72-93
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21955 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082148