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

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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
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Description
ISSN:	02776693
DOI:	10.1002/for.2797