Unspanned macro risks in VIX futures
Year of publication: |
2023
|
---|---|
Authors: | Yang, Xinglin |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 9, p. 1305-1328
|
Subject: | dynamic term structure model | hidden factor | macro risks | VIX futures |
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