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Search: subject:"hidden factor"
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hidden factor
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of futures markets
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Unspanned macro risks in VIX futures
Yang, Xinglin
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1305-1328
Persistent link: https://www.econbiz.de/10014339416
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Information in the term structure : a forecasting perspective
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5255-5277
Persistent link: https://www.econbiz.de/10012625107
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