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Estimation of VIX futures through Gaussian factor models.

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Title: Estimation of VIX futures through Gaussian factor models.
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
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.12660/rbfin.v20n3.2022.84969
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 31
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      – TitleFull: Estimation of VIX futures through Gaussian factor models.
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            NameFull: Lucena Aiube, Fernando Antonio
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            NameFull: Costa de Souza, Carla Gomes
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              M: 09
              Text: Sep2022
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              Y: 2022
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