Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices
Psaradellis, Ioannis, Sermpinis, GeorgiosVolume:
32
Language:
english
Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2016.05.004
Date:
October, 2016
File:
PDF, 839 KB
english, 2016