A dimension-invariant cascade model for VIX futures Article

Wang, Zhiguang, Dupoyet, Brice. (2019). A dimension-invariant cascade model for VIX futures . Journal of Futures Markets, The, 39(10), 1214-1227. 10.1002/fut.22042

keywords

  • Business & Economics
  • Business, Finance
  • Social Sciences
  • TERM STRUCTURE
  • VALUATION
  • VIX futures
  • cascade
  • dimension-invariant
  • term structure

Digital Object Identifier (DOI)

start page

  • 1214

end page

  • 1227

volume

  • 39

issue

  • 10