VIX futures term structure and the expectations hypothesis (Q4991047)
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scientific article; zbMATH DE number 7353656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VIX futures term structure and the expectations hypothesis |
scientific article; zbMATH DE number 7353656 |
Statements
VIX futures term structure and the expectations hypothesis (English)
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2 June 2021
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financial futures
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implied volatilities
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quantitative trading strategies
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term structure
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expectations hypothesis
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role of derivatives securities mis-pricing
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