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~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~person:"Bu, Ruijun"
~subject:"Time series analysis"
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A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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