Results 151 to 160 of about 2,872 (161)

Instantaneous squared VIX and VIX derivatives

Journal of Futures Markets, 2019
Wenjun Zhang, Xingguo Luo, Jin Zhang
exaly  

Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?

International Review of Financial Analysis, 2020
Feng Ma, Xinjie Lu, Jiqian Wang
exaly  

Volatility as an asset class: Holding VIX in a portfolio

Journal of Futures Markets, 2020
James Doran
exaly  

Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures

Financial Review, 2019
Bart Frijns, Adrian Fernández-Pérez, Robert Webb   +2 more
exaly  

VIX term structure and VIX futures pricing with realized volatility

Journal of Futures Markets, 2019
Chen Tong, Zhuo Huang, Tianyi Wang
exaly  

VIX and volatility forecasting: A new insight

Physica A: Statistical Mechanics and Its Applications, 2019
exaly  

Long‐term dynamics of the VIX index and its tradable counterpart VXX

Journal of Futures Markets, 2019
Peter Molnár
exaly  

Has the VIX index been manipulated?

Journal of Asset Management, 2018
Atanu Saha, Burton G Malkiel
exaly  

The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation

European Financial Management, 2017
Simon Lalancette, Jean-Guy Simonato
exaly  

STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS

Mathematical Finance, 2013
Joanna Goard
exaly