Results 181 to 190 of about 7,220 (197)
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Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Journal of Financial Economics, 2019Elise Gourier, Markus Leippold
exaly
Long‐term dynamics of the VIX index and its tradable counterpart VXX
Journal of Futures Markets, 2019Peter Molnár
exaly
VIX and volatility forecasting: A new insight
Physica A: Statistical Mechanics and Its Applications, 2019exaly
STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
Mathematical Finance, 2013Joanna Goard
exaly
Pure jump models for pricing and hedging VIX derivatives
Journal of Economic Dynamics and Control, 2017Lingfei Li, Gongqiu Zhang
exaly