VIX option-implied volatility slope and VIX futures returns
Year of publication: |
2022
|
---|---|
Authors: | Yoon, Jungah ; Ruan, Xinfeng ; Zhang, Jin E. |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 6, p. 1002-1038
|
Subject: | implied volatility slope | VIX futures returns | VIX options | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
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