On the Intraday Relation Between the VIX and its Futures

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On the Intraday Relation Between the VIX and its Futures

Frijns, Bart, Tourani-Rad, Alireza, Webb, Robert I.
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21762
Date:
October, 2015
File:
PDF, 548 KB
english, 2015
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