Estimation of VIX futures through Gaussian factor models.
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| Title: | Estimation of VIX futures through Gaussian factor models. |
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| Authors: | do Nascimento Fernandes, Felipe1 nasci.lipe@gmail.com, Lucena Aiube, Fernando Antonio2 faiube@gmail.com, Costa de Souza, Carla Gomes2 gccarla2012@gmail.com |
| Source: | Brazilian Review of Finance / Revista Brasileira de Finanças. Sep2022, Vol. 20 Issue 3, p31-49. 19p. |
| Database: | Business Source Ultimate |
| ISSN: | 16790731 |
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| DOI: | 10.12660/rbfin.v20n3.2022.84969 |
