VIX versus VXX : a joint analytical framework
Martino Grasselli, Lakshithe Wagalath
| Year of publication: |
2020
|
|---|---|
| Authors: | Grasselli, Martino ; Wagalath, Lakshithe |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 5, p. 1-39
|
| Subject: | Volatility index | VIX | VIX exchange-traded notes | VXX | Volatilität | Volatility | Index | Index number | Aktienindex | Stock index | Börsenkurs | Share price | 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/S0219024920500338 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496543