Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning.
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| Title: | Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning. |
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| Authors: | Guterding, Daniel1 daniel.guterding@deutsche-boerse.com |
| Source: | Journal of Finance & Data Science. 2021, Vol. 7, p126-142. 17p. |
| Database: | Business Source Ultimate |
| ISSN: | 24059188 |
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| DOI: | 10.1016/j.jfds.2021.06.001 |
