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Trading Signals in VIX Futures.

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Title: Trading Signals in VIX Futures.
Authors: Avellaneda, Marco1 (AUTHOR), Li, Thomas Nanfeng1 (AUTHOR), Papanicolaou, Andrew2 (AUTHOR) apapani@ncsu.edu, Wang, Gaozhan3 (AUTHOR)
Source: Applied Mathematical Finance. Jul2021, Vol. 28 Issue 3, p275-298. 24p.
Database: Mathematics Source
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PubType: Academic Journal
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  Data: Trading Signals in VIX Futures.
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  Data: <searchLink fieldCode="JN" term="%22Applied+Mathematical+Finance%22">Applied Mathematical Finance</searchLink>. Jul2021, Vol. 28 Issue 3, p275-298. 24p.
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RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/1350486X.2021.2010584
    Languages:
      – Code: eng
        Text: English
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        PageCount: 24
        StartPage: 275
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      – TitleFull: Trading Signals in VIX Futures.
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            NameFull: Avellaneda, Marco
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            NameFull: Li, Thomas Nanfeng
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            NameFull: Papanicolaou, Andrew
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            NameFull: Wang, Gaozhan
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            – D: 01
              M: 07
              Text: Jul2021
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              Y: 2021
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              Value: 28
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              Value: 3
          Titles:
            – TitleFull: Applied Mathematical Finance
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