View in EDS HTML Full Text PDF Full Text

Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.

Saved in:
Bibliographic Details
Title: Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility.
Authors: Clements, Adam1 (AUTHOR), Liao, Yin2 (AUTHOR) yin.liao@mq.edu.au, Tang, Yusui3 (AUTHOR) tangyusui666@my.swjtu.edu.cn
Source: Journal of Forecasting. Jan2022, Vol. 41 Issue 1, p86-99. 14p.
Database: Mathematics Source
Full text is not displayed to guests.
Description
ISSN:02776693
DOI:10.1002/for.2797