A Dimension-invariant Cascade Model for VIX Futures Preprint

Wang, Zhiguang, Dupoyet, Brice V. (2019). A Dimension-invariant Cascade Model for VIX Futures . 10.2139/ssrn.3355708

cited authors

  • Wang, Zhiguang; Dupoyet, Brice V

authors

publication date

  • January 1, 2019

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics

Digital Object Identifier (DOI)