A Dimension-invariant Cascade Model for VIX Futures

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SSRN Electronic Journal 2019

A Dimension-invariant Cascade Model for VIX Futures

Wang, Zhiguang, Dupoyet, Brice
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Year:
2019
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3355708
File:
PDF, 484 KB
english, 2019
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