Results 141 to 150 of about 2,872 (161)

Do VIX futures contribute to the valuation of VIX options?

Journal of Futures Markets, 2022
Chen Tong, Zhuo Huang, Tianyi Wang
exaly  

Cryptocurrency Momentum and VIX premium

Finance Research Letters, 2023
Kuang-Chieh Yen
exaly  

VIX option‐implied volatility slope and VIX futures returns

Journal of Futures Markets, 2022
Xinfeng Ruan, Jin Zhang, Jungah Yoon
exaly  

Dynamics in the VIX complex

Journal of Futures Markets, 2022
Anders Posselt
exaly  

Time-dependent lead-lag relationships between the VIX and VIX futures markets

North American Journal of Economics and Finance, 2020

exaly  

The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew

SIAM Journal on Financial Mathematics, 2022
Julien Guyon
exaly  

Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX

Journal of Futures Markets, 2022
Gaoxiu Qiao, Lu Wang, Feng Ma
exaly  

Time-Varying Skew in VIX Derivatives Pricing

Management Science, 2022
Peixuan Yuan
exaly  

VIX and stock market volatility predictability: A new approach

Finance Research Letters, 2022
exaly