Statistics of VIX futures and applications to trading volatility exchange-traded products
M. Avellaneda, A. Papanicolaou
| Year of publication: |
2019
|
|---|---|
| Authors: | Avellaneda, Marco ; Papanicolaou, A. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 1, p. 1-30
|
| Subject: | VIX futures | volatility ETNs | contango | Volatilität | Volatility | Derivat | Derivative | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024918500619 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012012774