Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning.

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Bibliographic Details
Title: Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning.
Authors: Guterding, Daniel1 daniel.guterding@deutsche-boerse.com
Source: Journal of Finance & Data Science. 2021, Vol. 7, p126-142. 17p.
Database: Business Source Ultimate
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