Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs
Article
Hurwitz, Catalina, Mishra, Suchismita, Daigler, Robert T et al. (2022). Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs
. 9(3-4), 63-79. 10.3233/AF-200342
Hurwitz, Catalina, Mishra, Suchismita, Daigler, Robert T et al. (2022). Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs
. 9(3-4), 63-79. 10.3233/AF-200342